NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 4.769 4.829 0.060 1.3% 5.044
High 4.893 4.841 -0.052 -1.1% 5.182
Low 4.740 4.695 -0.045 -0.9% 4.691
Close 4.861 4.717 -0.144 -3.0% 4.861
Range 0.153 0.146 -0.007 -4.6% 0.491
ATR 0.200 0.198 -0.002 -1.2% 0.000
Volume 72,922 66,231 -6,691 -9.2% 501,094
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.189 5.099 4.797
R3 5.043 4.953 4.757
R2 4.897 4.897 4.744
R1 4.807 4.807 4.730 4.779
PP 4.751 4.751 4.751 4.737
S1 4.661 4.661 4.704 4.633
S2 4.605 4.605 4.690
S3 4.459 4.515 4.677
S4 4.313 4.369 4.637
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.384 6.114 5.131
R3 5.893 5.623 4.996
R2 5.402 5.402 4.951
R1 5.132 5.132 4.906 5.022
PP 4.911 4.911 4.911 4.856
S1 4.641 4.641 4.816 4.531
S2 4.420 4.420 4.771
S3 3.929 4.150 4.726
S4 3.438 3.659 4.591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.893 4.691 0.202 4.3% 0.157 3.3% 13% False False 95,346
10 5.196 4.691 0.505 10.7% 0.194 4.1% 5% False False 111,121
20 5.196 4.217 0.979 20.8% 0.213 4.5% 51% False False 121,163
40 5.196 3.971 1.225 26.0% 0.186 3.9% 61% False False 89,245
60 5.196 3.971 1.225 26.0% 0.188 4.0% 61% False False 70,781
80 5.196 3.971 1.225 26.0% 0.173 3.7% 61% False False 56,210
100 5.810 3.971 1.839 39.0% 0.167 3.5% 41% False False 46,292
120 6.050 3.971 2.079 44.1% 0.169 3.6% 36% False False 39,214
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.462
2.618 5.223
1.618 5.077
1.000 4.987
0.618 4.931
HIGH 4.841
0.618 4.785
0.500 4.768
0.382 4.751
LOW 4.695
0.618 4.605
1.000 4.549
1.618 4.459
2.618 4.313
4.250 4.075
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 4.768 4.794
PP 4.751 4.768
S1 4.734 4.743

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

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