NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 4.292 4.460 0.168 3.9% 4.213
High 4.451 4.520 0.069 1.6% 4.520
Low 4.290 4.400 0.110 2.6% 4.168
Close 4.422 4.464 0.042 0.9% 4.464
Range 0.161 0.120 -0.041 -25.5% 0.352
ATR 0.153 0.151 -0.002 -1.5% 0.000
Volume 14,802 13,589 -1,213 -8.2% 62,968
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 4.821 4.763 4.530
R3 4.701 4.643 4.497
R2 4.581 4.581 4.486
R1 4.523 4.523 4.475 4.552
PP 4.461 4.461 4.461 4.476
S1 4.403 4.403 4.453 4.432
S2 4.341 4.341 4.442
S3 4.221 4.283 4.431
S4 4.101 4.163 4.398
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.440 5.304 4.658
R3 5.088 4.952 4.561
R2 4.736 4.736 4.529
R1 4.600 4.600 4.496 4.668
PP 4.384 4.384 4.384 4.418
S1 4.248 4.248 4.432 4.316
S2 4.032 4.032 4.399
S3 3.680 3.896 4.367
S4 3.328 3.544 4.270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.520 4.168 0.352 7.9% 0.128 2.9% 84% True False 12,593
10 4.702 4.168 0.534 12.0% 0.145 3.2% 55% False False 15,223
20 4.702 4.140 0.562 12.6% 0.141 3.2% 58% False False 15,940
40 4.702 4.140 0.562 12.6% 0.158 3.5% 58% False False 12,332
60 4.936 4.140 0.796 17.8% 0.145 3.3% 41% False False 10,130
80 5.884 4.140 1.744 39.1% 0.144 3.2% 19% False False 8,334
100 6.160 4.140 2.020 45.3% 0.144 3.2% 16% False False 7,025
120 6.160 4.140 2.020 45.3% 0.147 3.3% 16% False False 6,215
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.030
2.618 4.834
1.618 4.714
1.000 4.640
0.618 4.594
HIGH 4.520
0.618 4.474
0.500 4.460
0.382 4.446
LOW 4.400
0.618 4.326
1.000 4.280
1.618 4.206
2.618 4.086
4.250 3.890
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 4.463 4.442
PP 4.461 4.419
S1 4.460 4.397

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

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