NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 5.052 5.111 0.059 1.2% 5.204
High 5.120 5.156 0.036 0.7% 5.204
Low 5.009 5.055 0.046 0.9% 4.946
Close 5.109 5.093 -0.016 -0.3% 5.090
Range 0.111 0.101 -0.010 -9.0% 0.258
ATR 0.136 0.134 -0.003 -1.8% 0.000
Volume 8,008 6,660 -1,348 -16.8% 53,060
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.404 5.350 5.149
R3 5.303 5.249 5.121
R2 5.202 5.202 5.112
R1 5.148 5.148 5.102 5.125
PP 5.101 5.101 5.101 5.090
S1 5.047 5.047 5.084 5.024
S2 5.000 5.000 5.074
S3 4.899 4.946 5.065
S4 4.798 4.845 5.037
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.854 5.730 5.232
R3 5.596 5.472 5.161
R2 5.338 5.338 5.137
R1 5.214 5.214 5.114 5.147
PP 5.080 5.080 5.080 5.047
S1 4.956 4.956 5.066 4.889
S2 4.822 4.822 5.043
S3 4.564 4.698 5.019
S4 4.306 4.440 4.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.178 4.946 0.232 4.6% 0.125 2.5% 63% False False 9,078
10 5.285 4.946 0.339 6.7% 0.118 2.3% 43% False False 9,900
20 5.570 4.946 0.624 12.3% 0.133 2.6% 24% False False 8,665
40 5.762 4.946 0.816 16.0% 0.140 2.8% 18% False False 7,820
60 5.762 4.946 0.816 16.0% 0.135 2.7% 18% False False 6,959
80 5.762 4.946 0.816 16.0% 0.139 2.7% 18% False False 6,132
100 5.953 4.946 1.007 19.8% 0.132 2.6% 15% False False 5,416
120 6.573 4.946 1.627 31.9% 0.131 2.6% 9% False False 4,828
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.585
2.618 5.420
1.618 5.319
1.000 5.257
0.618 5.218
HIGH 5.156
0.618 5.117
0.500 5.106
0.382 5.094
LOW 5.055
0.618 4.993
1.000 4.954
1.618 4.892
2.618 4.791
4.250 4.626
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 5.106 5.090
PP 5.101 5.086
S1 5.097 5.083

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

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