NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 4.675 4.699 0.024 0.5% 4.841
High 4.808 4.815 0.007 0.1% 4.995
Low 4.628 4.675 0.047 1.0% 4.628
Close 4.647 4.781 0.134 2.9% 4.781
Range 0.180 0.140 -0.040 -22.2% 0.367
ATR 0.201 0.198 -0.002 -1.2% 0.000
Volume 116,518 146,720 30,202 25.9% 728,293
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.177 5.119 4.858
R3 5.037 4.979 4.820
R2 4.897 4.897 4.807
R1 4.839 4.839 4.794 4.868
PP 4.757 4.757 4.757 4.772
S1 4.699 4.699 4.768 4.728
S2 4.617 4.617 4.755
S3 4.477 4.559 4.743
S4 4.337 4.419 4.704
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.902 5.709 4.983
R3 5.535 5.342 4.882
R2 5.168 5.168 4.848
R1 4.975 4.975 4.815 4.888
PP 4.801 4.801 4.801 4.758
S1 4.608 4.608 4.747 4.521
S2 4.434 4.434 4.714
S3 4.067 4.241 4.680
S4 3.700 3.874 4.579
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.995 4.628 0.367 7.7% 0.204 4.3% 42% False False 145,658
10 4.995 4.217 0.778 16.3% 0.228 4.8% 72% False False 130,462
20 4.995 4.036 0.959 20.1% 0.189 4.0% 78% False False 100,916
40 4.995 3.971 1.024 21.4% 0.181 3.8% 79% False False 66,075
60 4.995 3.971 1.024 21.4% 0.179 3.8% 79% False False 52,975
80 5.524 3.971 1.553 32.5% 0.164 3.4% 52% False False 41,994
100 5.894 3.971 1.923 40.2% 0.163 3.4% 42% False False 34,545
120 6.075 3.971 2.104 44.0% 0.167 3.5% 38% False False 29,335
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.054
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.410
2.618 5.182
1.618 5.042
1.000 4.955
0.618 4.902
HIGH 4.815
0.618 4.762
0.500 4.745
0.382 4.728
LOW 4.675
0.618 4.588
1.000 4.535
1.618 4.448
2.618 4.308
4.250 4.080
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 4.769 4.765
PP 4.757 4.748
S1 4.745 4.732

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

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