NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 4.699 4.841 0.142 3.0% 4.350
High 4.977 4.944 -0.033 -0.7% 4.977
Low 4.609 4.660 0.051 1.1% 4.217
Close 4.797 4.916 0.119 2.5% 4.797
Range 0.368 0.284 -0.084 -22.8% 0.760
ATR 0.195 0.201 0.006 3.3% 0.000
Volume 173,310 164,532 -8,778 -5.1% 483,365
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.692 5.588 5.072
R3 5.408 5.304 4.994
R2 5.124 5.124 4.968
R1 5.020 5.020 4.942 5.072
PP 4.840 4.840 4.840 4.866
S1 4.736 4.736 4.890 4.788
S2 4.556 4.556 4.864
S3 4.272 4.452 4.838
S4 3.988 4.168 4.760
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.944 6.630 5.215
R3 6.184 5.870 5.006
R2 5.424 5.424 4.936
R1 5.110 5.110 4.867 5.267
PP 4.664 4.664 4.664 4.742
S1 4.350 4.350 4.727 4.507
S2 3.904 3.904 4.658
S3 3.144 3.590 4.588
S4 2.384 2.830 4.379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.977 4.217 0.760 15.5% 0.281 5.7% 92% False False 129,579
10 4.977 4.036 0.941 19.1% 0.210 4.3% 94% False False 103,728
20 4.977 4.036 0.941 19.1% 0.190 3.9% 94% False False 82,906
40 4.977 3.971 1.006 20.5% 0.183 3.7% 94% False False 57,846
60 4.977 3.971 1.006 20.5% 0.173 3.5% 94% False False 44,208
80 5.703 3.971 1.732 35.2% 0.162 3.3% 55% False False 35,281
100 5.900 3.971 1.929 39.2% 0.165 3.4% 49% False False 29,122
120 6.075 3.971 2.104 42.8% 0.167 3.4% 45% False False 24,716
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.052
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.151
2.618 5.688
1.618 5.404
1.000 5.228
0.618 5.120
HIGH 4.944
0.618 4.836
0.500 4.802
0.382 4.768
LOW 4.660
0.618 4.484
1.000 4.376
1.618 4.200
2.618 3.916
4.250 3.453
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 4.878 4.837
PP 4.840 4.757
S1 4.802 4.678

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

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