NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 5.282 5.176 -0.106 -2.0% 5.489
High 5.294 5.253 -0.041 -0.8% 5.559
Low 5.145 5.165 0.020 0.4% 5.145
Close 5.164 5.250 0.086 1.7% 5.164
Range 0.149 0.088 -0.061 -40.9% 0.414
ATR 0.145 0.141 -0.004 -2.8% 0.000
Volume 5,614 5,572 -42 -0.7% 17,612
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 5.487 5.456 5.298
R3 5.399 5.368 5.274
R2 5.311 5.311 5.266
R1 5.280 5.280 5.258 5.296
PP 5.223 5.223 5.223 5.230
S1 5.192 5.192 5.242 5.208
S2 5.135 5.135 5.234
S3 5.047 5.104 5.226
S4 4.959 5.016 5.202
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 6.531 6.262 5.392
R3 6.117 5.848 5.278
R2 5.703 5.703 5.240
R1 5.434 5.434 5.202 5.362
PP 5.289 5.289 5.289 5.253
S1 5.020 5.020 5.126 4.948
S2 4.875 4.875 5.088
S3 4.461 4.606 5.050
S4 4.047 4.192 4.936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.559 5.145 0.414 7.9% 0.143 2.7% 25% False False 3,864
10 5.559 5.145 0.414 7.9% 0.136 2.6% 25% False False 3,443
20 5.559 5.135 0.424 8.1% 0.146 2.8% 27% False False 3,387
40 5.750 5.068 0.682 13.0% 0.132 2.5% 27% False False 3,284
60 6.573 5.068 1.505 28.7% 0.127 2.4% 12% False False 2,859
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.627
2.618 5.483
1.618 5.395
1.000 5.341
0.618 5.307
HIGH 5.253
0.618 5.219
0.500 5.209
0.382 5.199
LOW 5.165
0.618 5.111
1.000 5.077
1.618 5.023
2.618 4.935
4.250 4.791
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 5.236 5.338
PP 5.223 5.309
S1 5.209 5.279

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

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