NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 4.235 4.242 0.007 0.2% 4.472
High 4.385 4.401 0.016 0.4% 4.655
Low 4.212 4.229 0.017 0.4% 4.169
Close 4.253 4.368 0.115 2.7% 4.178
Range 0.173 0.172 -0.001 -0.6% 0.486
ATR 0.157 0.158 0.001 0.7% 0.000
Volume 15,281 18,305 3,024 19.8% 104,803
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 4.849 4.780 4.463
R3 4.677 4.608 4.415
R2 4.505 4.505 4.400
R1 4.436 4.436 4.384 4.471
PP 4.333 4.333 4.333 4.350
S1 4.264 4.264 4.352 4.299
S2 4.161 4.161 4.336
S3 3.989 4.092 4.321
S4 3.817 3.920 4.273
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 4.401 4.108 0.293 6.7% 0.140 3.2% 89% True False 17,765
10 4.655 4.108 0.547 12.5% 0.148 3.4% 48% False False 20,082
20 4.655 4.070 0.585 13.4% 0.151 3.5% 51% False False 19,532
40 4.655 4.070 0.585 13.4% 0.169 3.9% 51% False False 16,117
60 5.050 4.070 0.980 22.4% 0.151 3.4% 30% False False 12,619
80 5.864 4.070 1.794 41.1% 0.145 3.3% 17% False False 10,338
100 6.111 4.070 2.041 46.7% 0.145 3.3% 15% False False 8,759
120 6.111 4.070 2.041 46.7% 0.152 3.5% 15% False False 7,799
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 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.132
2.618 4.851
1.618 4.679
1.000 4.573
0.618 4.507
HIGH 4.401
0.618 4.335
0.500 4.315
0.382 4.295
LOW 4.229
0.618 4.123
1.000 4.057
1.618 3.951
2.618 3.779
4.250 3.498
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 4.350 4.330
PP 4.333 4.292
S1 4.315 4.255

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

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