NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 4.389 4.317 -0.072 -1.6% 4.358
High 4.495 4.446 -0.049 -1.1% 4.495
Low 4.268 4.306 0.038 0.9% 4.268
Close 4.343 4.425 0.082 1.9% 4.425
Range 0.227 0.140 -0.087 -38.3% 0.227
ATR 0.156 0.155 -0.001 -0.7% 0.000
Volume 14,222 18,919 4,697 33.0% 70,165
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 4.812 4.759 4.502
R3 4.672 4.619 4.464
R2 4.532 4.532 4.451
R1 4.479 4.479 4.438 4.506
PP 4.392 4.392 4.392 4.406
S1 4.339 4.339 4.412 4.366
S2 4.252 4.252 4.399
S3 4.112 4.199 4.387
S4 3.972 4.059 4.348
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 5.077 4.978 4.550
R3 4.850 4.751 4.487
R2 4.623 4.623 4.467
R1 4.524 4.524 4.446 4.574
PP 4.396 4.396 4.396 4.421
S1 4.297 4.297 4.404 4.347
S2 4.169 4.169 4.383
S3 3.942 4.070 4.363
S4 3.715 3.843 4.300
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 5.1% 0.125 2.8% 69% False False 14,033
10 4.802 4.268 0.534 12.1% 0.151 3.4% 29% False False 14,353
20 4.802 4.268 0.534 12.1% 0.157 3.6% 29% False False 13,373
40 4.890 4.264 0.626 14.1% 0.149 3.4% 26% False False 13,220
60 5.885 4.264 1.621 36.6% 0.141 3.2% 10% False False 12,087
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.041
2.618 4.813
1.618 4.673
1.000 4.586
0.618 4.533
HIGH 4.446
0.618 4.393
0.500 4.376
0.382 4.359
LOW 4.306
0.618 4.219
1.000 4.166
1.618 4.079
2.618 3.939
4.250 3.711
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 4.409 4.411
PP 4.392 4.396
S1 4.376 4.382

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

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