NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 5.250 5.351 0.101 1.9% 5.682
High 5.335 5.480 0.145 2.7% 5.705
Low 5.228 5.345 0.117 2.2% 5.320
Close 5.312 5.358 0.046 0.9% 5.327
Range 0.107 0.135 0.028 26.2% 0.385
ATR 0.122 0.125 0.003 2.7% 0.000
Volume 5,527 6,476 949 17.2% 62,094
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 5.799 5.714 5.432
R3 5.664 5.579 5.395
R2 5.529 5.529 5.383
R1 5.444 5.444 5.370 5.487
PP 5.394 5.394 5.394 5.416
S1 5.309 5.309 5.346 5.352
S2 5.259 5.259 5.333
S3 5.124 5.174 5.321
S4 4.989 5.039 5.284
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 6.606 6.351 5.539
R3 6.221 5.966 5.433
R2 5.836 5.836 5.398
R1 5.581 5.581 5.362 5.516
PP 5.451 5.451 5.451 5.418
S1 5.196 5.196 5.292 5.131
S2 5.066 5.066 5.256
S3 4.681 4.811 5.221
S4 4.296 4.426 5.115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.480 5.228 0.252 4.7% 0.117 2.2% 52% True False 7,390
10 5.813 5.228 0.585 10.9% 0.127 2.4% 22% False False 10,346
20 5.813 5.228 0.585 10.9% 0.122 2.3% 22% False False 10,033
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.054
2.618 5.833
1.618 5.698
1.000 5.615
0.618 5.563
HIGH 5.480
0.618 5.428
0.500 5.413
0.382 5.397
LOW 5.345
0.618 5.262
1.000 5.210
1.618 5.127
2.618 4.992
4.250 4.771
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 5.413 5.357
PP 5.394 5.355
S1 5.376 5.354

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

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