NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 4.223 4.135 -0.088 -2.1% 4.472
High 4.323 4.205 -0.118 -2.7% 4.655
Low 4.169 4.122 -0.047 -1.1% 4.169
Close 4.178 4.146 -0.032 -0.8% 4.178
Range 0.154 0.083 -0.071 -46.1% 0.486
ATR 0.163 0.157 -0.006 -3.5% 0.000
Volume 19,257 14,372 -4,885 -25.4% 104,803
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 4.407 4.359 4.192
R3 4.324 4.276 4.169
R2 4.241 4.241 4.161
R1 4.193 4.193 4.154 4.217
PP 4.158 4.158 4.158 4.170
S1 4.110 4.110 4.138 4.134
S2 4.075 4.075 4.131
S3 3.992 4.027 4.123
S4 3.909 3.944 4.100
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 5.792 5.471 4.445
R3 5.306 4.985 4.312
R2 4.820 4.820 4.267
R1 4.499 4.499 4.223 4.417
PP 4.334 4.334 4.334 4.293
S1 4.013 4.013 4.133 3.931
S2 3.848 3.848 4.089
S3 3.362 3.527 4.044
S4 2.876 3.041 3.911
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.655 4.122 0.533 12.9% 0.159 3.8% 5% False True 20,034
10 4.655 4.122 0.533 12.9% 0.152 3.7% 5% False True 21,258
20 4.655 4.070 0.585 14.1% 0.158 3.8% 13% False False 18,311
40 4.655 4.070 0.585 14.1% 0.168 4.1% 13% False False 15,153
60 5.139 4.070 1.069 25.8% 0.148 3.6% 7% False False 11,879
80 5.864 4.070 1.794 43.3% 0.144 3.5% 4% False False 9,722
100 6.111 4.070 2.041 49.2% 0.147 3.5% 4% False False 8,280
120 6.111 4.070 2.041 49.2% 0.152 3.7% 4% False False 7,386
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.043
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.558
2.618 4.422
1.618 4.339
1.000 4.288
0.618 4.256
HIGH 4.205
0.618 4.173
0.500 4.164
0.382 4.154
LOW 4.122
0.618 4.071
1.000 4.039
1.618 3.988
2.618 3.905
4.250 3.769
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 4.164 4.239
PP 4.158 4.208
S1 4.152 4.177

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

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