NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 5.050 4.895 -0.155 -3.1% 4.490
High 5.082 4.939 -0.143 -2.8% 5.027
Low 4.849 4.783 -0.066 -1.4% 4.357
Close 4.917 4.792 -0.125 -2.5% 4.863
Range 0.233 0.156 -0.077 -33.0% 0.670
ATR 0.188 0.186 -0.002 -1.2% 0.000
Volume 48,720 56,815 8,095 16.6% 113,157
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.306 5.205 4.878
R3 5.150 5.049 4.835
R2 4.994 4.994 4.821
R1 4.893 4.893 4.806 4.866
PP 4.838 4.838 4.838 4.824
S1 4.737 4.737 4.778 4.710
S2 4.682 4.682 4.763
S3 4.526 4.581 4.749
S4 4.370 4.425 4.706
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.759 6.481 5.232
R3 6.089 5.811 5.047
R2 5.419 5.419 4.986
R1 5.141 5.141 4.924 5.280
PP 4.749 4.749 4.749 4.819
S1 4.471 4.471 4.802 4.610
S2 4.079 4.079 4.740
S3 3.409 3.801 4.679
S4 2.739 3.131 4.495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.082 4.491 0.591 12.3% 0.259 5.4% 51% False False 43,919
10 5.082 4.274 0.808 16.9% 0.211 4.4% 64% False False 30,401
20 5.082 4.168 0.914 19.1% 0.178 3.7% 68% False False 23,962
40 5.082 4.140 0.942 19.7% 0.164 3.4% 69% False False 17,269
60 5.082 4.140 0.942 19.7% 0.161 3.4% 69% False False 13,762
80 5.789 4.140 1.649 34.4% 0.150 3.1% 40% False False 11,386
100 5.987 4.140 1.847 38.5% 0.148 3.1% 35% False False 9,531
120 6.160 4.140 2.020 42.2% 0.151 3.1% 32% False False 8,300
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.602
2.618 5.347
1.618 5.191
1.000 5.095
0.618 5.035
HIGH 4.939
0.618 4.879
0.500 4.861
0.382 4.843
LOW 4.783
0.618 4.687
1.000 4.627
1.618 4.531
2.618 4.375
4.250 4.120
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 4.861 4.916
PP 4.838 4.875
S1 4.815 4.833

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

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