NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 4.841 4.969 0.128 2.6% 4.350
High 4.944 4.995 0.051 1.0% 4.977
Low 4.660 4.747 0.087 1.9% 4.217
Close 4.916 4.808 -0.108 -2.2% 4.797
Range 0.284 0.248 -0.036 -12.7% 0.760
ATR 0.201 0.205 0.003 1.7% 0.000
Volume 164,532 149,432 -15,100 -9.2% 483,365
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.594 5.449 4.944
R3 5.346 5.201 4.876
R2 5.098 5.098 4.853
R1 4.953 4.953 4.831 4.902
PP 4.850 4.850 4.850 4.824
S1 4.705 4.705 4.785 4.654
S2 4.602 4.602 4.763
S3 4.354 4.457 4.740
S4 4.106 4.209 4.672
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 4.995 4.217 0.778 16.2% 0.289 6.0% 76% True False 139,513
10 4.995 4.036 0.959 19.9% 0.226 4.7% 81% True False 113,379
20 4.995 4.036 0.959 19.9% 0.191 4.0% 81% True False 88,575
40 4.995 3.971 1.024 21.3% 0.183 3.8% 82% True False 60,100
60 4.995 3.971 1.024 21.3% 0.176 3.7% 82% True False 46,499
80 5.703 3.971 1.732 36.0% 0.164 3.4% 48% False False 37,055
100 5.900 3.971 1.929 40.1% 0.164 3.4% 43% False False 30,575
120 6.075 3.971 2.104 43.8% 0.168 3.5% 40% False False 25,948
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 True
Stretch 0.053
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.049
2.618 5.644
1.618 5.396
1.000 5.243
0.618 5.148
HIGH 4.995
0.618 4.900
0.500 4.871
0.382 4.842
LOW 4.747
0.618 4.594
1.000 4.499
1.618 4.346
2.618 4.098
4.250 3.693
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 4.871 4.806
PP 4.850 4.804
S1 4.829 4.802

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

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