NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 4.242 4.402 0.160 3.8% 4.135
High 4.401 4.470 0.069 1.6% 4.470
Low 4.229 4.335 0.106 2.5% 4.108
Close 4.368 4.409 0.041 0.9% 4.409
Range 0.172 0.135 -0.037 -21.5% 0.362
ATR 0.158 0.157 -0.002 -1.1% 0.000
Volume 18,305 20,807 2,502 13.7% 90,379
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 4.810 4.744 4.483
R3 4.675 4.609 4.446
R2 4.540 4.540 4.434
R1 4.474 4.474 4.421 4.507
PP 4.405 4.405 4.405 4.421
S1 4.339 4.339 4.397 4.372
S2 4.270 4.270 4.384
S3 4.135 4.204 4.372
S4 4.000 4.069 4.335
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.415 5.274 4.608
R3 5.053 4.912 4.509
R2 4.691 4.691 4.475
R1 4.550 4.550 4.442 4.621
PP 4.329 4.329 4.329 4.364
S1 4.188 4.188 4.376 4.259
S2 3.967 3.967 4.343
S3 3.605 3.826 4.309
S4 3.243 3.464 4.210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.470 4.108 0.362 8.2% 0.136 3.1% 83% True False 18,075
10 4.655 4.108 0.547 12.4% 0.151 3.4% 55% False False 19,518
20 4.655 4.070 0.585 13.3% 0.149 3.4% 58% False False 19,458
40 4.655 4.070 0.585 13.3% 0.165 3.7% 58% False False 16,376
60 4.910 4.070 0.840 19.1% 0.150 3.4% 40% False False 12,904
80 5.864 4.070 1.794 40.7% 0.144 3.3% 19% False False 10,560
100 6.111 4.070 2.041 46.3% 0.145 3.3% 17% False False 8,938
120 6.111 4.070 2.041 46.3% 0.152 3.5% 17% False False 7,945
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 0.041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.044
2.618 4.823
1.618 4.688
1.000 4.605
0.618 4.553
HIGH 4.470
0.618 4.418
0.500 4.403
0.382 4.387
LOW 4.335
0.618 4.252
1.000 4.200
1.618 4.117
2.618 3.982
4.250 3.761
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 4.407 4.386
PP 4.405 4.364
S1 4.403 4.341

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

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