NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 4.555 4.765 0.210 4.6% 4.490
High 4.769 5.027 0.258 5.4% 5.027
Low 4.491 4.695 0.204 4.5% 4.357
Close 4.765 4.863 0.098 2.1% 4.863
Range 0.278 0.332 0.054 19.4% 0.670
ATR 0.164 0.176 0.012 7.3% 0.000
Volume 27,902 41,793 13,891 49.8% 113,157
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.858 5.692 5.046
R3 5.526 5.360 4.954
R2 5.194 5.194 4.924
R1 5.028 5.028 4.893 5.111
PP 4.862 4.862 4.862 4.903
S1 4.696 4.696 4.833 4.779
S2 4.530 4.530 4.802
S3 4.198 4.364 4.772
S4 3.866 4.032 4.680
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.759 6.481 5.232
R3 6.089 5.811 5.047
R2 5.419 5.419 4.986
R1 5.141 5.141 4.924 5.280
PP 4.749 4.749 4.749 4.819
S1 4.471 4.471 4.802 4.610
S2 4.079 4.079 4.740
S3 3.409 3.801 4.679
S4 2.739 3.131 4.495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.027 4.357 0.670 13.8% 0.220 4.5% 76% True False 25,349
10 5.027 4.168 0.859 17.7% 0.177 3.6% 81% True False 19,094
20 5.027 4.168 0.859 17.7% 0.165 3.4% 81% True False 19,169
40 5.027 4.140 0.887 18.2% 0.162 3.3% 82% True False 14,254
60 5.027 4.140 0.887 18.2% 0.155 3.2% 82% True False 11,665
80 5.789 4.140 1.649 33.9% 0.147 3.0% 44% False False 9,629
100 5.990 4.140 1.850 38.0% 0.147 3.0% 39% False False 8,085
120 6.160 4.140 2.020 41.5% 0.149 3.1% 36% False False 7,091
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 6.438
2.618 5.896
1.618 5.564
1.000 5.359
0.618 5.232
HIGH 5.027
0.618 4.900
0.500 4.861
0.382 4.822
LOW 4.695
0.618 4.490
1.000 4.363
1.618 4.158
2.618 3.826
4.250 3.284
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 4.862 4.807
PP 4.862 4.751
S1 4.861 4.695

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

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