NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 4.239 4.198 -0.041 -1.0% 4.579
High 4.249 4.329 0.080 1.9% 4.639
Low 4.142 4.070 -0.072 -1.7% 4.126
Close 4.207 4.143 -0.064 -1.5% 4.153
Range 0.107 0.259 0.152 142.1% 0.513
ATR 0.156 0.163 0.007 4.7% 0.000
Volume 18,693 18,150 -543 -2.9% 60,393
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 4.958 4.809 4.285
R3 4.699 4.550 4.214
R2 4.440 4.440 4.190
R1 4.291 4.291 4.167 4.236
PP 4.181 4.181 4.181 4.153
S1 4.032 4.032 4.119 3.977
S2 3.922 3.922 4.096
S3 3.663 3.773 4.072
S4 3.404 3.514 4.001
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 4.329 4.070 0.259 6.3% 0.142 3.4% 28% True True 16,408
10 4.639 4.070 0.569 13.7% 0.167 4.0% 13% False True 13,065
20 4.639 4.070 0.569 13.7% 0.165 4.0% 13% False True 13,495
40 4.827 4.070 0.757 18.3% 0.153 3.7% 10% False True 10,575
60 5.752 4.070 1.682 40.6% 0.140 3.4% 4% False True 8,401
80 5.960 4.070 1.890 45.6% 0.142 3.4% 4% False True 6,877
100 6.111 4.070 2.041 49.3% 0.148 3.6% 4% False True 6,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.430
2.618 5.007
1.618 4.748
1.000 4.588
0.618 4.489
HIGH 4.329
0.618 4.230
0.500 4.200
0.382 4.169
LOW 4.070
0.618 3.910
1.000 3.811
1.618 3.651
2.618 3.392
4.250 2.969
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 4.200 4.200
PP 4.181 4.181
S1 4.162 4.162

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

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