NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 5.739 5.682 -0.057 -1.0% 5.564
High 5.739 5.682 -0.057 -1.0% 5.813
Low 5.584 5.589 0.005 0.1% 5.552
Close 5.623 5.651 0.028 0.5% 5.623
Range 0.155 0.093 -0.062 -40.0% 0.261
ATR 0.122 0.120 -0.002 -1.7% 0.000
Volume 13,096 16,241 3,145 24.0% 57,705
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 5.920 5.878 5.702
R3 5.827 5.785 5.677
R2 5.734 5.734 5.668
R1 5.692 5.692 5.660 5.667
PP 5.641 5.641 5.641 5.628
S1 5.599 5.599 5.642 5.574
S2 5.548 5.548 5.634
S3 5.455 5.506 5.625
S4 5.362 5.413 5.600
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 6.446 6.295 5.767
R3 6.185 6.034 5.695
R2 5.924 5.924 5.671
R1 5.773 5.773 5.647 5.849
PP 5.663 5.663 5.663 5.700
S1 5.512 5.512 5.599 5.588
S2 5.402 5.402 5.575
S3 5.141 5.251 5.551
S4 4.880 4.990 5.479
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.813 5.584 0.229 4.1% 0.101 1.8% 29% False False 12,571
10 5.813 5.411 0.402 7.1% 0.102 1.8% 60% False False 10,746
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.077
2.618 5.925
1.618 5.832
1.000 5.775
0.618 5.739
HIGH 5.682
0.618 5.646
0.500 5.636
0.382 5.625
LOW 5.589
0.618 5.532
1.000 5.496
1.618 5.439
2.618 5.346
4.250 5.194
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 5.646 5.699
PP 5.641 5.683
S1 5.636 5.667

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

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