NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 4.400 4.351 -0.049 -1.1% 4.639
High 4.478 4.371 -0.107 -2.4% 4.795
Low 4.335 4.279 -0.056 -1.3% 4.115
Close 4.343 4.306 -0.037 -0.9% 4.343
Range 0.143 0.092 -0.051 -35.7% 0.680
ATR 0.170 0.164 -0.006 -3.3% 0.000
Volume 18,349 13,677 -4,672 -25.5% 116,045
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 4.595 4.542 4.357
R3 4.503 4.450 4.331
R2 4.411 4.411 4.323
R1 4.358 4.358 4.314 4.339
PP 4.319 4.319 4.319 4.309
S1 4.266 4.266 4.298 4.247
S2 4.227 4.227 4.289
S3 4.135 4.174 4.281
S4 4.043 4.082 4.255
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 6.458 6.080 4.717
R3 5.778 5.400 4.530
R2 5.098 5.098 4.468
R1 4.720 4.720 4.405 4.569
PP 4.418 4.418 4.418 4.342
S1 4.040 4.040 4.281 3.889
S2 3.738 3.738 4.218
S3 3.058 3.360 4.156
S4 2.378 2.680 3.969
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.795 4.115 0.680 15.8% 0.200 4.7% 28% False False 20,869
10 4.795 4.115 0.680 15.8% 0.162 3.8% 28% False False 21,943
20 4.802 4.115 0.687 16.0% 0.159 3.7% 28% False False 18,379
40 4.802 4.115 0.687 16.0% 0.164 3.8% 28% False False 16,030
60 5.299 4.115 1.184 27.5% 0.148 3.4% 16% False False 14,356
80 6.000 4.115 1.885 43.8% 0.145 3.4% 10% False False 12,983
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.037
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.762
2.618 4.612
1.618 4.520
1.000 4.463
0.618 4.428
HIGH 4.371
0.618 4.336
0.500 4.325
0.382 4.314
LOW 4.279
0.618 4.222
1.000 4.187
1.618 4.130
2.618 4.038
4.250 3.888
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 4.325 4.314
PP 4.319 4.311
S1 4.312 4.309

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

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