NYMEX Natural Gas Future November 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 4.781 4.683 -0.098 -2.0% 5.060
High 4.845 4.751 -0.094 -1.9% 5.127
Low 4.713 4.662 -0.051 -1.1% 4.713
Close 4.725 4.683 -0.042 -0.9% 4.725
Range 0.132 0.089 -0.043 -32.6% 0.414
ATR 0.133 0.130 -0.003 -2.4% 0.000
Volume 5,349 4,448 -901 -16.8% 29,924
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 4.966 4.913 4.732
R3 4.877 4.824 4.707
R2 4.788 4.788 4.699
R1 4.735 4.735 4.691 4.728
PP 4.699 4.699 4.699 4.695
S1 4.646 4.646 4.675 4.639
S2 4.610 4.610 4.667
S3 4.521 4.557 4.659
S4 4.432 4.468 4.634
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 6.097 5.825 4.953
R3 5.683 5.411 4.839
R2 5.269 5.269 4.801
R1 4.997 4.997 4.763 4.926
PP 4.855 4.855 4.855 4.820
S1 4.583 4.583 4.687 4.512
S2 4.441 4.441 4.649
S3 4.027 4.169 4.611
S4 3.613 3.755 4.497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.127 4.662 0.465 9.9% 0.140 3.0% 5% False True 5,604
10 5.160 4.662 0.498 10.6% 0.124 2.6% 4% False True 6,370
20 5.160 4.662 0.498 10.6% 0.122 2.6% 4% False True 4,976
40 5.160 4.647 0.513 11.0% 0.137 2.9% 7% False False 3,799
60 5.619 4.647 0.972 20.8% 0.123 2.6% 4% False False 3,221
80 6.280 4.647 1.633 34.9% 0.123 2.6% 2% False False 2,722
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 0.026
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.129
2.618 4.984
1.618 4.895
1.000 4.840
0.618 4.806
HIGH 4.751
0.618 4.717
0.500 4.707
0.382 4.696
LOW 4.662
0.618 4.607
1.000 4.573
1.618 4.518
2.618 4.429
4.250 4.284
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 4.707 4.760
PP 4.699 4.734
S1 4.691 4.709

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

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