NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 4.472 4.507 0.035 0.8% 4.230
High 4.566 4.655 0.089 1.9% 4.581
Low 4.444 4.459 0.015 0.3% 4.226
Close 4.557 4.507 -0.050 -1.1% 4.478
Range 0.122 0.196 0.074 60.7% 0.355
ATR 0.158 0.161 0.003 1.7% 0.000
Volume 19,005 19,856 851 4.5% 112,979
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 5.128 5.014 4.615
R3 4.932 4.818 4.561
R2 4.736 4.736 4.543
R1 4.622 4.622 4.525 4.605
PP 4.540 4.540 4.540 4.532
S1 4.426 4.426 4.489 4.409
S2 4.344 4.344 4.471
S3 4.148 4.230 4.453
S4 3.952 4.034 4.399
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 4.655 4.321 0.334 7.4% 0.162 3.6% 56% True False 21,371
10 4.655 4.070 0.585 13.0% 0.161 3.6% 75% True False 20,994
20 4.655 4.070 0.585 13.0% 0.160 3.6% 75% True False 16,046
40 4.655 4.070 0.585 13.0% 0.163 3.6% 75% True False 13,593
60 5.199 4.070 1.129 25.0% 0.145 3.2% 39% False False 10,734
80 5.940 4.070 1.870 41.5% 0.143 3.2% 23% False False 8,849
100 6.111 4.070 2.041 45.3% 0.146 3.2% 21% False False 7,592
120 6.111 4.070 2.041 45.3% 0.155 3.4% 21% False False 6,760
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 0.044
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.488
2.618 5.168
1.618 4.972
1.000 4.851
0.618 4.776
HIGH 4.655
0.618 4.580
0.500 4.557
0.382 4.534
LOW 4.459
0.618 4.338
1.000 4.263
1.618 4.142
2.618 3.946
4.250 3.626
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 4.557 4.536
PP 4.540 4.526
S1 4.524 4.517

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

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