NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 4.861 5.084 0.223 4.6% 4.841
High 5.042 5.194 0.152 3.0% 4.995
Low 4.861 5.024 0.163 3.4% 4.628
Close 5.006 5.189 0.183 3.7% 4.781
Range 0.181 0.170 -0.011 -6.1% 0.367
ATR 0.203 0.202 -0.001 -0.5% 0.000
Volume 100,403 137,618 37,215 37.1% 728,293
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.646 5.587 5.283
R3 5.476 5.417 5.236
R2 5.306 5.306 5.220
R1 5.247 5.247 5.205 5.277
PP 5.136 5.136 5.136 5.150
S1 5.077 5.077 5.173 5.107
S2 4.966 4.966 5.158
S3 4.796 4.907 5.142
S4 4.626 4.737 5.096
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 5.194 4.628 0.566 10.9% 0.168 3.2% 99% True False 130,470
10 5.194 4.217 0.977 18.8% 0.229 4.4% 99% True False 134,991
20 5.194 4.036 1.158 22.3% 0.196 3.8% 100% True False 104,343
40 5.194 3.971 1.223 23.6% 0.182 3.5% 100% True False 70,447
60 5.194 3.971 1.223 23.6% 0.180 3.5% 100% True False 56,524
80 5.216 3.971 1.245 24.0% 0.165 3.2% 98% False False 44,816
100 5.894 3.971 1.923 37.1% 0.164 3.2% 63% False False 36,864
120 6.075 3.971 2.104 40.5% 0.167 3.2% 58% False False 31,267
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.917
2.618 5.639
1.618 5.469
1.000 5.364
0.618 5.299
HIGH 5.194
0.618 5.129
0.500 5.109
0.382 5.089
LOW 5.024
0.618 4.919
1.000 4.854
1.618 4.749
2.618 4.579
4.250 4.302
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 5.162 5.104
PP 5.136 5.019
S1 5.109 4.935

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

View Archives - Comment on this page... - Back to Index of Symbols