NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 4.321 4.464 0.143 3.3% 4.158
High 4.471 4.581 0.110 2.5% 4.329
Low 4.321 4.341 0.020 0.5% 4.070
Close 4.464 4.511 0.047 1.1% 4.221
Range 0.150 0.240 0.090 60.0% 0.259
ATR 0.160 0.165 0.006 3.6% 0.000
Volume 17,355 24,191 6,836 39.4% 81,015
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 5.198 5.094 4.643
R3 4.958 4.854 4.577
R2 4.718 4.718 4.555
R1 4.614 4.614 4.533 4.666
PP 4.478 4.478 4.478 4.504
S1 4.374 4.374 4.489 4.426
S2 4.238 4.238 4.467
S3 3.998 4.134 4.445
S4 3.758 3.894 4.379
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 4.984 4.861 4.363
R3 4.725 4.602 4.292
R2 4.466 4.466 4.268
R1 4.343 4.343 4.245 4.405
PP 4.207 4.207 4.207 4.237
S1 4.084 4.084 4.197 4.146
S2 3.948 3.948 4.174
S3 3.689 3.825 4.150
S4 3.430 3.566 4.079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.581 4.111 0.470 10.4% 0.165 3.7% 85% True False 21,558
10 4.581 4.070 0.511 11.3% 0.154 3.4% 86% True False 18,983
20 4.639 4.070 0.569 12.6% 0.159 3.5% 78% False False 14,537
40 4.639 4.070 0.569 12.6% 0.163 3.6% 78% False False 12,439
60 5.580 4.070 1.510 33.5% 0.143 3.2% 29% False False 9,903
80 5.951 4.070 1.881 41.7% 0.142 3.2% 23% False False 8,096
100 6.111 4.070 2.041 45.2% 0.148 3.3% 22% False False 7,046
120 6.111 4.070 2.041 45.2% 0.155 3.4% 22% False False 6,259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.601
2.618 5.209
1.618 4.969
1.000 4.821
0.618 4.729
HIGH 4.581
0.618 4.489
0.500 4.461
0.382 4.433
LOW 4.341
0.618 4.193
1.000 4.101
1.618 3.953
2.618 3.713
4.250 3.321
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 4.494 4.487
PP 4.478 4.463
S1 4.461 4.439

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

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