NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 4.238 4.158 -0.080 -1.9% 4.579
High 4.296 4.239 -0.057 -1.3% 4.639
Low 4.126 4.136 0.010 0.2% 4.126
Close 4.153 4.233 0.080 1.9% 4.153
Range 0.170 0.103 -0.067 -39.4% 0.513
ATR 0.171 0.166 -0.005 -2.8% 0.000
Volume 22,286 13,325 -8,961 -40.2% 60,393
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 4.512 4.475 4.290
R3 4.409 4.372 4.261
R2 4.306 4.306 4.252
R1 4.269 4.269 4.242 4.288
PP 4.203 4.203 4.203 4.212
S1 4.166 4.166 4.224 4.185
S2 4.100 4.100 4.214
S3 3.997 4.063 4.205
S4 3.894 3.960 4.176
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.845 5.512 4.435
R3 5.332 4.999 4.294
R2 4.819 4.819 4.247
R1 4.486 4.486 4.200 4.396
PP 4.306 4.306 4.306 4.261
S1 3.973 3.973 4.106 3.883
S2 3.793 3.793 4.059
S3 3.280 3.460 4.012
S4 2.767 2.947 3.871
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.639 4.126 0.513 12.1% 0.177 4.2% 21% False False 13,276
10 4.639 4.126 0.513 12.1% 0.163 3.9% 21% False False 11,115
20 4.639 4.126 0.513 12.1% 0.171 4.0% 21% False False 13,185
40 4.875 4.117 0.758 17.9% 0.151 3.6% 15% False False 9,797
60 5.864 4.117 1.747 41.3% 0.142 3.3% 7% False False 7,781
80 6.111 4.117 1.994 47.1% 0.143 3.4% 6% False False 6,446
100 6.111 4.117 1.994 47.1% 0.151 3.6% 6% False False 5,760
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.677
2.618 4.509
1.618 4.406
1.000 4.342
0.618 4.303
HIGH 4.239
0.618 4.200
0.500 4.188
0.382 4.175
LOW 4.136
0.618 4.072
1.000 4.033
1.618 3.969
2.618 3.866
4.250 3.698
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 4.218 4.365
PP 4.203 4.321
S1 4.188 4.277

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

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