NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 4.811 4.769 -0.042 -0.9% 5.044
High 4.855 4.893 0.038 0.8% 5.182
Low 4.698 4.740 0.042 0.9% 4.691
Close 4.748 4.861 0.113 2.4% 4.861
Range 0.157 0.153 -0.004 -2.5% 0.491
ATR 0.204 0.200 -0.004 -1.8% 0.000
Volume 101,329 72,922 -28,407 -28.0% 501,094
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.290 5.229 4.945
R3 5.137 5.076 4.903
R2 4.984 4.984 4.889
R1 4.923 4.923 4.875 4.954
PP 4.831 4.831 4.831 4.847
S1 4.770 4.770 4.847 4.801
S2 4.678 4.678 4.833
S3 4.525 4.617 4.819
S4 4.372 4.464 4.777
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.384 6.114 5.131
R3 5.893 5.623 4.996
R2 5.402 5.402 4.951
R1 5.132 5.132 4.906 5.022
PP 4.911 4.911 4.911 4.856
S1 4.641 4.641 4.816 4.531
S2 4.420 4.420 4.771
S3 3.929 4.150 4.726
S4 3.438 3.659 4.591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.182 4.691 0.491 10.1% 0.199 4.1% 35% False False 100,218
10 5.196 4.691 0.505 10.4% 0.198 4.1% 34% False False 114,538
20 5.196 4.217 0.979 20.1% 0.213 4.4% 66% False False 122,500
40 5.196 3.971 1.225 25.2% 0.187 3.8% 73% False False 88,707
60 5.196 3.971 1.225 25.2% 0.190 3.9% 73% False False 70,027
80 5.196 3.971 1.225 25.2% 0.173 3.6% 73% False False 55,501
100 5.810 3.971 1.839 37.8% 0.167 3.4% 48% False False 45,675
120 6.050 3.971 2.079 42.8% 0.169 3.5% 43% False False 38,682
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.543
2.618 5.294
1.618 5.141
1.000 5.046
0.618 4.988
HIGH 4.893
0.618 4.835
0.500 4.817
0.382 4.798
LOW 4.740
0.618 4.645
1.000 4.587
1.618 4.492
2.618 4.339
4.250 4.090
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 4.846 4.839
PP 4.831 4.817
S1 4.817 4.796

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

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