NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 4.507 4.455 -0.052 -1.2% 4.230
High 4.655 4.506 -0.149 -3.2% 4.581
Low 4.459 4.300 -0.159 -3.6% 4.226
Close 4.507 4.321 -0.186 -4.1% 4.478
Range 0.196 0.206 0.010 5.1% 0.355
ATR 0.161 0.164 0.003 2.1% 0.000
Volume 19,856 23,286 3,430 17.3% 112,979
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 4.994 4.863 4.434
R3 4.788 4.657 4.378
R2 4.582 4.582 4.359
R1 4.451 4.451 4.340 4.414
PP 4.376 4.376 4.376 4.357
S1 4.245 4.245 4.302 4.208
S2 4.170 4.170 4.283
S3 3.964 4.039 4.264
S4 3.758 3.833 4.208
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 4.300 0.355 8.2% 0.173 4.0% 6% False True 22,557
10 4.655 4.070 0.585 13.5% 0.171 4.0% 43% False False 21,453
20 4.655 4.070 0.585 13.5% 0.166 3.8% 43% False False 16,831
40 4.655 4.070 0.585 13.5% 0.166 3.8% 43% False False 14,067
60 5.199 4.070 1.129 26.1% 0.147 3.4% 22% False False 11,069
80 5.864 4.070 1.794 41.5% 0.144 3.3% 14% False False 9,099
100 6.111 4.070 2.041 47.2% 0.146 3.4% 12% False False 7,803
120 6.111 4.070 2.041 47.2% 0.156 3.6% 12% False False 6,949
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.048
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.382
2.618 5.045
1.618 4.839
1.000 4.712
0.618 4.633
HIGH 4.506
0.618 4.427
0.500 4.403
0.382 4.379
LOW 4.300
0.618 4.173
1.000 4.094
1.618 3.967
2.618 3.761
4.250 3.425
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 4.403 4.478
PP 4.376 4.425
S1 4.348 4.373

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

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