NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 4.317 4.446 0.129 3.0% 4.358
High 4.446 4.610 0.164 3.7% 4.495
Low 4.306 4.444 0.138 3.2% 4.268
Close 4.425 4.552 0.127 2.9% 4.425
Range 0.140 0.166 0.026 18.6% 0.227
ATR 0.155 0.157 0.002 1.4% 0.000
Volume 18,919 16,599 -2,320 -12.3% 70,165
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 5.033 4.959 4.643
R3 4.867 4.793 4.598
R2 4.701 4.701 4.582
R1 4.627 4.627 4.567 4.664
PP 4.535 4.535 4.535 4.554
S1 4.461 4.461 4.537 4.498
S2 4.369 4.369 4.522
S3 4.203 4.295 4.506
S4 4.037 4.129 4.461
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 4.610 4.268 0.342 7.5% 0.140 3.1% 83% True False 14,491
10 4.802 4.268 0.534 11.7% 0.155 3.4% 53% False False 14,815
20 4.802 4.268 0.534 11.7% 0.154 3.4% 53% False False 13,513
40 4.887 4.264 0.623 13.7% 0.152 3.3% 46% False False 13,289
60 5.885 4.264 1.621 35.6% 0.142 3.1% 18% False False 12,191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.316
2.618 5.045
1.618 4.879
1.000 4.776
0.618 4.713
HIGH 4.610
0.618 4.547
0.500 4.527
0.382 4.507
LOW 4.444
0.618 4.341
1.000 4.278
1.618 4.175
2.618 4.009
4.250 3.739
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 4.544 4.514
PP 4.535 4.477
S1 4.527 4.439

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

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