NYMEX Natural Gas Future July 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 4.786 4.675 -0.111 -2.3% 4.350
High 4.836 4.808 -0.028 -0.6% 4.977
Low 4.667 4.628 -0.039 -0.8% 4.217
Close 4.677 4.647 -0.030 -0.6% 4.797
Range 0.169 0.180 0.011 6.5% 0.760
ATR 0.202 0.201 -0.002 -0.8% 0.000
Volume 151,091 116,518 -34,573 -22.9% 483,365
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.234 5.121 4.746
R3 5.054 4.941 4.697
R2 4.874 4.874 4.680
R1 4.761 4.761 4.664 4.728
PP 4.694 4.694 4.694 4.678
S1 4.581 4.581 4.631 4.548
S2 4.514 4.514 4.614
S3 4.334 4.401 4.598
S4 4.154 4.221 4.548
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 4.609 0.386 8.3% 0.250 5.4% 10% False False 150,976
10 4.995 4.154 0.841 18.1% 0.232 5.0% 59% False False 126,684
20 4.995 4.036 0.959 20.6% 0.195 4.2% 64% False False 97,306
40 4.995 3.971 1.024 22.0% 0.183 3.9% 66% False False 63,801
60 4.995 3.971 1.024 22.0% 0.178 3.8% 66% False False 50,692
80 5.571 3.971 1.600 34.4% 0.163 3.5% 42% False False 40,225
100 5.894 3.971 1.923 41.4% 0.163 3.5% 35% False False 33,122
120 6.075 3.971 2.104 45.3% 0.169 3.6% 32% False False 28,128
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 0.054
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.573
2.618 5.279
1.618 5.099
1.000 4.988
0.618 4.919
HIGH 4.808
0.618 4.739
0.500 4.718
0.382 4.697
LOW 4.628
0.618 4.517
1.000 4.448
1.618 4.337
2.618 4.157
4.250 3.863
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 4.718 4.812
PP 4.694 4.757
S1 4.671 4.702

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

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