NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 4.402 4.448 0.046 1.0% 4.135
High 4.470 4.494 0.024 0.5% 4.470
Low 4.335 4.298 -0.037 -0.9% 4.108
Close 4.409 4.316 -0.093 -2.1% 4.409
Range 0.135 0.196 0.061 45.2% 0.362
ATR 0.157 0.160 0.003 1.8% 0.000
Volume 20,807 26,547 5,740 27.6% 90,379
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 4.957 4.833 4.424
R3 4.761 4.637 4.370
R2 4.565 4.565 4.352
R1 4.441 4.441 4.334 4.405
PP 4.369 4.369 4.369 4.352
S1 4.245 4.245 4.298 4.209
S2 4.173 4.173 4.280
S3 3.977 4.049 4.262
S4 3.781 3.853 4.208
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 4.494 4.108 0.386 8.9% 0.159 3.7% 54% True False 20,510
10 4.655 4.108 0.547 12.7% 0.159 3.7% 38% False False 20,272
20 4.655 4.070 0.585 13.6% 0.154 3.6% 42% False False 20,119
40 4.655 4.070 0.585 13.6% 0.162 3.8% 42% False False 16,652
60 4.875 4.070 0.805 18.7% 0.152 3.5% 31% False False 13,238
80 5.864 4.070 1.794 41.6% 0.145 3.3% 14% False False 10,865
100 6.111 4.070 2.041 47.3% 0.146 3.4% 12% False False 9,181
120 6.111 4.070 2.041 47.3% 0.151 3.5% 12% False False 8,154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.327
2.618 5.007
1.618 4.811
1.000 4.690
0.618 4.615
HIGH 4.494
0.618 4.419
0.500 4.396
0.382 4.373
LOW 4.298
0.618 4.177
1.000 4.102
1.618 3.981
2.618 3.785
4.250 3.465
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 4.396 4.362
PP 4.369 4.346
S1 4.343 4.331

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

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