NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 4.435 4.389 -0.046 -1.0% 4.737
High 4.440 4.495 0.055 1.2% 4.802
Low 4.341 4.268 -0.073 -1.7% 4.300
Close 4.401 4.343 -0.058 -1.3% 4.330
Range 0.099 0.227 0.128 129.3% 0.502
ATR 0.151 0.156 0.005 3.6% 0.000
Volume 11,437 14,222 2,785 24.4% 73,368
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 5.050 4.923 4.468
R3 4.823 4.696 4.405
R2 4.596 4.596 4.385
R1 4.469 4.469 4.364 4.419
PP 4.369 4.369 4.369 4.344
S1 4.242 4.242 4.322 4.192
S2 4.142 4.142 4.301
S3 3.915 4.015 4.281
S4 3.688 3.788 4.218
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.983 5.659 4.606
R3 5.481 5.157 4.468
R2 4.979 4.979 4.422
R1 4.655 4.655 4.376 4.566
PP 4.477 4.477 4.477 4.433
S1 4.153 4.153 4.284 4.064
S2 3.975 3.975 4.238
S3 3.473 3.651 4.192
S4 2.971 3.149 4.054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.495 4.268 0.227 5.2% 0.132 3.0% 33% True True 15,882
10 4.802 4.268 0.534 12.3% 0.160 3.7% 14% False True 14,021
20 4.802 4.268 0.534 12.3% 0.158 3.6% 14% False True 13,126
40 4.997 4.264 0.733 16.9% 0.149 3.4% 11% False False 13,146
60 5.885 4.264 1.621 37.3% 0.140 3.2% 5% False False 11,912
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.460
2.618 5.089
1.618 4.862
1.000 4.722
0.618 4.635
HIGH 4.495
0.618 4.408
0.500 4.382
0.382 4.355
LOW 4.268
0.618 4.128
1.000 4.041
1.618 3.901
2.618 3.674
4.250 3.303
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 4.382 4.382
PP 4.369 4.369
S1 4.356 4.356

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

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