NYMEX Natural Gas Future September 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 4.823 4.803 -0.020 -0.4% 4.862
High 4.910 4.912 0.002 0.0% 5.082
Low 4.744 4.784 0.040 0.8% 4.744
Close 4.761 4.884 0.123 2.6% 4.884
Range 0.166 0.128 -0.038 -22.9% 0.338
ATR 0.184 0.182 -0.002 -1.3% 0.000
Volume 49,431 48,671 -760 -1.5% 248,004
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.244 5.192 4.954
R3 5.116 5.064 4.919
R2 4.988 4.988 4.907
R1 4.936 4.936 4.896 4.962
PP 4.860 4.860 4.860 4.873
S1 4.808 4.808 4.872 4.834
S2 4.732 4.732 4.861
S3 4.604 4.680 4.849
S4 4.476 4.552 4.814
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.917 5.739 5.070
R3 5.579 5.401 4.977
R2 5.241 5.241 4.946
R1 5.063 5.063 4.915 5.152
PP 4.903 4.903 4.903 4.948
S1 4.725 4.725 4.853 4.814
S2 4.565 4.565 4.822
S3 4.227 4.387 4.791
S4 3.889 4.049 4.698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.082 4.744 0.338 6.9% 0.196 4.0% 41% False False 49,600
10 5.082 4.357 0.725 14.8% 0.208 4.3% 73% False False 37,475
20 5.082 4.168 0.914 18.7% 0.175 3.6% 78% False False 26,856
40 5.082 4.140 0.942 19.3% 0.163 3.3% 79% False False 19,267
60 5.082 4.140 0.942 19.3% 0.164 3.3% 79% False False 15,296
80 5.613 4.140 1.473 30.2% 0.150 3.1% 51% False False 12,525
100 5.987 4.140 1.847 37.8% 0.148 3.0% 40% False False 10,483
120 6.160 4.140 2.020 41.4% 0.150 3.1% 37% False False 9,082
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 0.056
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.456
2.618 5.247
1.618 5.119
1.000 5.040
0.618 4.991
HIGH 4.912
0.618 4.863
0.500 4.848
0.382 4.833
LOW 4.784
0.618 4.705
1.000 4.656
1.618 4.577
2.618 4.449
4.250 4.240
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 4.872 4.870
PP 4.860 4.856
S1 4.848 4.842

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

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