NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 5.380 5.459 0.079 1.5% 5.302
High 5.464 5.504 0.040 0.7% 5.504
Low 5.339 5.400 0.061 1.1% 5.228
Close 5.441 5.467 0.026 0.5% 5.467
Range 0.125 0.104 -0.021 -16.8% 0.276
ATR 0.125 0.124 -0.002 -1.2% 0.000
Volume 7,472 12,286 4,814 64.4% 38,273
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.769 5.722 5.524
R3 5.665 5.618 5.496
R2 5.561 5.561 5.486
R1 5.514 5.514 5.477 5.538
PP 5.457 5.457 5.457 5.469
S1 5.410 5.410 5.457 5.434
S2 5.353 5.353 5.448
S3 5.249 5.306 5.438
S4 5.145 5.202 5.410
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 6.228 6.123 5.619
R3 5.952 5.847 5.543
R2 5.676 5.676 5.518
R1 5.571 5.571 5.492 5.624
PP 5.400 5.400 5.400 5.426
S1 5.295 5.295 5.442 5.348
S2 5.124 5.124 5.416
S3 4.848 5.019 5.391
S4 4.572 4.743 5.315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.504 5.228 0.276 5.0% 0.114 2.1% 87% True False 7,654
10 5.705 5.228 0.477 8.7% 0.123 2.3% 50% False False 10,036
20 5.813 5.228 0.585 10.7% 0.112 2.1% 41% False False 9,957
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.946
2.618 5.776
1.618 5.672
1.000 5.608
0.618 5.568
HIGH 5.504
0.618 5.464
0.500 5.452
0.382 5.440
LOW 5.400
0.618 5.336
1.000 5.296
1.618 5.232
2.618 5.128
4.250 4.958
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 5.462 5.452
PP 5.457 5.437
S1 5.452 5.422

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

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