NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 25-May-2010

Day Change Summary
	Previous	Current
	24-May-2010	25-May-2010	Change	Change %	Previous Week
Open	4.213	4.205	-0.008	-0.2%	4.554
High	4.269	4.276	0.007	0.2%	4.702
Low	4.180	4.168	-0.012	-0.3%	4.232
Close	4.206	4.243	0.037	0.9%	4.241
Range	0.089	0.108	0.019	21.3%	0.470
ATR	0.153	0.149	-0.003	-2.1%	0.000
Volume	9,655	12,356	2,701	28.0%	89,269

Daily Pivots for day following 25-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.553	4.506	4.302
R3	4.445	4.398	4.273
R2	4.337	4.337	4.263
R1	4.290	4.290	4.253	4.314
PP	4.229	4.229	4.229	4.241
S1	4.182	4.182	4.233	4.206
S2	4.121	4.121	4.223
S3	4.013	4.074	4.213
S4	3.905	3.966	4.184

Weekly Pivots for week ending 21-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.802	5.491	4.500
R3	5.332	5.021	4.370
R2	4.862	4.862	4.327
R1	4.551	4.551	4.284	4.472
PP	4.392	4.392	4.392	4.352
S1	4.081	4.081	4.198	4.002
S2	3.922	3.922	4.155
S3	3.452	3.611	4.112
S4	2.982	3.141	3.983

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.559	4.168	0.391	9.2%	0.140	3.3%	19%	False	True	14,819
10	4.702	4.168	0.534	12.6%	0.146	3.4%	14%	False	True	17,523
20	4.702	4.140	0.562	13.2%	0.153	3.6%	18%	False	False	15,590
40	4.702	4.140	0.562	13.2%	0.162	3.8%	18%	False	False	11,864
60	5.096	4.140	0.956	22.5%	0.144	3.4%	11%	False	False	9,596
80	5.884	4.140	1.744	41.1%	0.143	3.4%	6%	False	False	7,882
100	6.160	4.140	2.020	47.6%	0.145	3.4%	5%	False	False	6,673
120	6.160	4.140	2.020	47.6%	0.148	3.5%	5%	False	False	5,988

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.045
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.735
2.618	4.559
1.618	4.451
1.000	4.384
0.618	4.343
HIGH	4.276
0.618	4.235
0.500	4.222
0.382	4.209
LOW	4.168
0.618	4.101
1.000	4.060
1.618	3.993
2.618	3.885
4.250	3.709

Fisher Pivots for day following 25-May-2010
Pivot	1 day	3 day
R1	4.236	4.276
PP	4.229	4.265
S1	4.222	4.254

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols