NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 4.844 4.734 -0.110 -2.3% 4.448
High 4.890 4.860 -0.030 -0.6% 5.017
Low 4.728 4.687 -0.041 -0.9% 4.285
Close 4.736 4.706 -0.030 -0.6% 4.842
Range 0.162 0.173 0.011 6.8% 0.732
ATR 0.194 0.192 -0.001 -0.8% 0.000
Volume 60,640 51,120 -9,520 -15.7% 124,067
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.270 5.161 4.801
R3 5.097 4.988 4.754
R2 4.924 4.924 4.738
R1 4.815 4.815 4.722 4.783
PP 4.751 4.751 4.751 4.735
S1 4.642 4.642 4.690 4.610
S2 4.578 4.578 4.674
S3 4.405 4.469 4.658
S4 4.232 4.296 4.611
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.911 6.608 5.245
R3 6.179 5.876 5.043
R2 5.447 5.447 4.976
R1 5.144 5.144 4.909 5.296
PP 4.715 4.715 4.715 4.790
S1 4.412 4.412 4.775 4.564
S2 3.983 3.983 4.708
S3 3.251 3.680 4.641
S4 2.519 2.948 4.439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.044 4.659 0.385 8.2% 0.242 5.1% 12% False False 52,791
10 5.044 4.229 0.815 17.3% 0.223 4.7% 59% False False 37,408
20 5.044 4.108 0.936 19.9% 0.189 4.0% 64% False False 29,039
40 5.044 4.070 0.974 20.7% 0.174 3.7% 65% False False 21,666
60 5.044 4.070 0.974 20.7% 0.168 3.6% 65% False False 17,627
80 5.626 4.070 1.556 33.1% 0.153 3.2% 41% False False 14,419
100 5.951 4.070 1.881 40.0% 0.151 3.2% 34% False False 12,062
120 6.111 4.070 2.041 43.4% 0.155 3.3% 31% False False 10,527
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.050
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.595
2.618 5.313
1.618 5.140
1.000 5.033
0.618 4.967
HIGH 4.860
0.618 4.794
0.500 4.774
0.382 4.753
LOW 4.687
0.618 4.580
1.000 4.514
1.618 4.407
2.618 4.234
4.250 3.952
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 4.774 4.866
PP 4.751 4.812
S1 4.729 4.759

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

View Archives - Comment on this page... - Back to Index of Symbols