NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 5.485 5.550 0.065 1.2% 5.176
High 5.546 5.609 0.063 1.1% 5.324
Low 5.467 5.460 -0.007 -0.1% 5.165
Close 5.550 5.519 -0.031 -0.6% 5.308
Range 0.079 0.149 0.070 88.6% 0.159
ATR 0.127 0.129 0.002 1.2% 0.000
Volume 5,063 5,434 371 7.3% 19,720
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 5.976 5.897 5.601
R3 5.827 5.748 5.560
R2 5.678 5.678 5.546
R1 5.599 5.599 5.533 5.564
PP 5.529 5.529 5.529 5.512
S1 5.450 5.450 5.505 5.415
S2 5.380 5.380 5.492
S3 5.231 5.301 5.478
S4 5.082 5.152 5.437
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 5.743 5.684 5.395
R3 5.584 5.525 5.352
R2 5.425 5.425 5.337
R1 5.366 5.366 5.323 5.396
PP 5.266 5.266 5.266 5.280
S1 5.207 5.207 5.293 5.237
S2 5.107 5.107 5.279
S3 4.948 5.048 5.264
S4 4.789 4.889 5.221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.609 5.190 0.419 7.6% 0.117 2.1% 79% True False 5,573
10 5.609 5.145 0.464 8.4% 0.109 2.0% 81% True False 4,835
20 5.609 5.142 0.467 8.5% 0.122 2.2% 81% True False 3,896
40 5.609 5.068 0.541 9.8% 0.134 2.4% 83% True False 3,740
60 6.311 5.068 1.243 22.5% 0.124 2.2% 36% False False 3,266
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.242
2.618 5.999
1.618 5.850
1.000 5.758
0.618 5.701
HIGH 5.609
0.618 5.552
0.500 5.535
0.382 5.517
LOW 5.460
0.618 5.368
1.000 5.311
1.618 5.219
2.618 5.070
4.250 4.827
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 5.535 5.518
PP 5.529 5.517
S1 5.524 5.516

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

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