NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 4.432 4.582 0.150 3.4% 4.351
High 4.560 4.622 0.062 1.4% 4.622
Low 4.394 4.493 0.099 2.3% 4.270
Close 4.527 4.572 0.045 1.0% 4.572
Range 0.166 0.129 -0.037 -22.3% 0.352
ATR 0.163 0.161 -0.002 -1.5% 0.000
Volume 16,596 20,408 3,812 23.0% 78,583
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 4.949 4.890 4.643
R3 4.820 4.761 4.607
R2 4.691 4.691 4.596
R1 4.632 4.632 4.584 4.597
PP 4.562 4.562 4.562 4.545
S1 4.503 4.503 4.560 4.468
S2 4.433 4.433 4.548
S3 4.304 4.374 4.537
S4 4.175 4.245 4.501
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.544 5.410 4.766
R3 5.192 5.058 4.669
R2 4.840 4.840 4.637
R1 4.706 4.706 4.604 4.773
PP 4.488 4.488 4.488 4.522
S1 4.354 4.354 4.540 4.421
S2 4.136 4.136 4.507
S3 3.784 4.002 4.475
S4 3.432 3.650 4.378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.622 4.270 0.352 7.7% 0.132 2.9% 86% True False 15,716
10 4.795 4.115 0.680 14.9% 0.169 3.7% 67% False False 19,462
20 4.795 4.115 0.680 14.9% 0.149 3.3% 67% False False 18,555
40 4.802 4.115 0.687 15.0% 0.161 3.5% 67% False False 16,282
60 5.047 4.115 0.932 20.4% 0.148 3.2% 49% False False 14,793
80 6.000 4.115 1.885 41.2% 0.145 3.2% 24% False False 13,418
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.170
2.618 4.960
1.618 4.831
1.000 4.751
0.618 4.702
HIGH 4.622
0.618 4.573
0.500 4.558
0.382 4.542
LOW 4.493
0.618 4.413
1.000 4.364
1.618 4.284
2.618 4.155
4.250 3.945
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 4.567 4.548
PP 4.562 4.524
S1 4.558 4.500

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

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