NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 5.084 5.152 0.068 1.3% 4.841
High 5.194 5.196 0.002 0.0% 4.995
Low 5.024 4.965 -0.059 -1.2% 4.628
Close 5.189 4.978 -0.211 -4.1% 4.781
Range 0.170 0.231 0.061 35.9% 0.367
ATR 0.202 0.204 0.002 1.0% 0.000
Volume 137,618 139,488 1,870 1.4% 728,293
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.739 5.590 5.105
R3 5.508 5.359 5.042
R2 5.277 5.277 5.020
R1 5.128 5.128 4.999 5.087
PP 5.046 5.046 5.046 5.026
S1 4.897 4.897 4.957 4.856
S2 4.815 4.815 4.936
S3 4.584 4.666 4.914
S4 4.353 4.435 4.851
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 5.196 4.628 0.568 11.4% 0.180 3.6% 62% True False 128,149
10 5.196 4.379 0.817 16.4% 0.230 4.6% 73% True False 139,049
20 5.196 4.036 1.160 23.3% 0.197 4.0% 81% True False 107,949
40 5.196 3.971 1.225 24.6% 0.185 3.7% 82% True False 73,388
60 5.196 3.971 1.225 24.6% 0.182 3.7% 82% True False 58,653
80 5.196 3.971 1.225 24.6% 0.166 3.3% 82% True False 46,473
100 5.880 3.971 1.909 38.3% 0.165 3.3% 53% False False 38,236
120 6.075 3.971 2.104 42.3% 0.167 3.4% 48% False False 32,407
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.178
2.618 5.801
1.618 5.570
1.000 5.427
0.618 5.339
HIGH 5.196
0.618 5.108
0.500 5.081
0.382 5.053
LOW 4.965
0.618 4.822
1.000 4.734
1.618 4.591
2.618 4.360
4.250 3.983
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 5.081 5.029
PP 5.046 5.012
S1 5.012 4.995

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

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