NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 4.499 4.472 -0.027 -0.6% 4.230
High 4.517 4.566 0.049 1.1% 4.581
Low 4.417 4.444 0.027 0.6% 4.226
Close 4.478 4.557 0.079 1.8% 4.478
Range 0.100 0.122 0.022 22.0% 0.355
ATR 0.161 0.158 -0.003 -1.7% 0.000
Volume 26,448 19,005 -7,443 -28.1% 112,979
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 4.888 4.845 4.624
R3 4.766 4.723 4.591
R2 4.644 4.644 4.579
R1 4.601 4.601 4.568 4.623
PP 4.522 4.522 4.522 4.533
S1 4.479 4.479 4.546 4.501
S2 4.400 4.400 4.535
S3 4.278 4.357 4.523
S4 4.156 4.235 4.490
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 4.297 0.284 6.2% 0.144 3.2% 92% False False 22,482
10 4.581 4.070 0.511 11.2% 0.148 3.3% 95% False False 19,967
20 4.639 4.070 0.569 12.5% 0.156 3.4% 86% False False 15,541
40 4.639 4.070 0.569 12.5% 0.161 3.5% 86% False False 13,198
60 5.210 4.070 1.140 25.0% 0.143 3.1% 43% False False 10,466
80 5.951 4.070 1.881 41.3% 0.142 3.1% 26% False False 8,622
100 6.111 4.070 2.041 44.8% 0.146 3.2% 24% False False 7,409
120 6.111 4.070 2.041 44.8% 0.155 3.4% 24% False False 6,606
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 5.085
2.618 4.885
1.618 4.763
1.000 4.688
0.618 4.641
HIGH 4.566
0.618 4.519
0.500 4.505
0.382 4.491
LOW 4.444
0.618 4.369
1.000 4.322
1.618 4.247
2.618 4.125
4.250 3.926
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 4.540 4.525
PP 4.522 4.493
S1 4.505 4.461

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

View Archives - Comment on this page... - Back to Index of Symbols