NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 5.682 5.705 0.023 0.4% 5.564
High 5.682 5.705 0.023 0.4% 5.813
Low 5.589 5.555 -0.034 -0.6% 5.552
Close 5.651 5.587 -0.064 -1.1% 5.623
Range 0.093 0.150 0.057 61.3% 0.261
ATR 0.120 0.122 0.002 1.8% 0.000
Volume 16,241 12,109 -4,132 -25.4% 57,705
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 6.066 5.976 5.670
R3 5.916 5.826 5.628
R2 5.766 5.766 5.615
R1 5.676 5.676 5.601 5.646
PP 5.616 5.616 5.616 5.601
S1 5.526 5.526 5.573 5.496
S2 5.466 5.466 5.560
S3 5.316 5.376 5.546
S4 5.166 5.226 5.505
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 5.555 0.258 4.6% 0.118 2.1% 12% False True 12,630
10 5.813 5.411 0.402 7.2% 0.109 1.9% 44% False False 11,308
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.343
2.618 6.098
1.618 5.948
1.000 5.855
0.618 5.798
HIGH 5.705
0.618 5.648
0.500 5.630
0.382 5.612
LOW 5.555
0.618 5.462
1.000 5.405
1.618 5.312
2.618 5.162
4.250 4.918
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 5.630 5.647
PP 5.616 5.627
S1 5.601 5.607

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

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