NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 4.464 4.499 0.035 0.8% 4.230
High 4.581 4.517 -0.064 -1.4% 4.581
Low 4.341 4.417 0.076 1.8% 4.226
Close 4.511 4.478 -0.033 -0.7% 4.478
Range 0.240 0.100 -0.140 -58.3% 0.355
ATR 0.165 0.161 -0.005 -2.8% 0.000
Volume 24,191 26,448 2,257 9.3% 112,979
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 4.771 4.724 4.533
R3 4.671 4.624 4.506
R2 4.571 4.571 4.496
R1 4.524 4.524 4.487 4.498
PP 4.471 4.471 4.471 4.457
S1 4.424 4.424 4.469 4.398
S2 4.371 4.371 4.460
S3 4.271 4.324 4.451
S4 4.171 4.224 4.423
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 5.493 5.341 4.673
R3 5.138 4.986 4.576
R2 4.783 4.783 4.543
R1 4.631 4.631 4.511 4.707
PP 4.428 4.428 4.428 4.467
S1 4.276 4.276 4.445 4.352
S2 4.073 4.073 4.413
S3 3.718 3.921 4.380
S4 3.363 3.566 4.283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.581 4.226 0.355 7.9% 0.158 3.5% 71% False False 22,595
10 4.581 4.070 0.511 11.4% 0.147 3.3% 80% False False 19,399
20 4.639 4.070 0.569 12.7% 0.158 3.5% 72% False False 14,944
40 4.639 4.070 0.569 12.7% 0.161 3.6% 72% False False 13,027
60 5.360 4.070 1.290 28.8% 0.142 3.2% 32% False False 10,261
80 5.951 4.070 1.881 42.0% 0.142 3.2% 22% False False 8,403
100 6.111 4.070 2.041 45.6% 0.147 3.3% 20% False False 7,242
120 6.111 4.070 2.041 45.6% 0.155 3.5% 20% False False 6,467
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.041
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.942
2.618 4.779
1.618 4.679
1.000 4.617
0.618 4.579
HIGH 4.517
0.618 4.479
0.500 4.467
0.382 4.455
LOW 4.417
0.618 4.355
1.000 4.317
1.618 4.255
2.618 4.155
4.250 3.992
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 4.474 4.469
PP 4.471 4.460
S1 4.467 4.451

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

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