NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 4.455 4.304 -0.151 -3.4% 4.230
High 4.506 4.356 -0.150 -3.3% 4.581
Low 4.300 4.200 -0.100 -2.3% 4.226
Close 4.321 4.258 -0.063 -1.5% 4.478
Range 0.206 0.156 -0.050 -24.3% 0.355
ATR 0.164 0.163 -0.001 -0.3% 0.000
Volume 23,286 23,399 113 0.5% 112,979
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 4.739 4.655 4.344
R3 4.583 4.499 4.301
R2 4.427 4.427 4.287
R1 4.343 4.343 4.272 4.307
PP 4.271 4.271 4.271 4.254
S1 4.187 4.187 4.244 4.151
S2 4.115 4.115 4.229
S3 3.959 4.031 4.215
S4 3.803 3.875 4.172
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 4.200 0.455 10.7% 0.156 3.7% 13% False True 22,398
10 4.655 4.111 0.544 12.8% 0.160 3.8% 27% False False 21,978
20 4.655 4.070 0.585 13.7% 0.164 3.8% 32% False False 17,521
40 4.655 4.070 0.585 13.7% 0.168 4.0% 32% False False 14,555
60 5.146 4.070 1.076 25.3% 0.147 3.5% 17% False False 11,410
80 5.864 4.070 1.794 42.1% 0.144 3.4% 10% False False 9,370
100 6.111 4.070 2.041 47.9% 0.146 3.4% 9% False False 8,011
120 6.111 4.070 2.041 47.9% 0.155 3.6% 9% False False 7,129
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.019
2.618 4.764
1.618 4.608
1.000 4.512
0.618 4.452
HIGH 4.356
0.618 4.296
0.500 4.278
0.382 4.260
LOW 4.200
0.618 4.104
1.000 4.044
1.618 3.948
2.618 3.792
4.250 3.537
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 4.278 4.428
PP 4.271 4.371
S1 4.265 4.315

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

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