NYMEX Natural Gas Future September 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 4.950 5.165 0.215 4.3% 4.862
High 5.150 5.278 0.128 2.5% 5.082
Low 4.950 5.114 0.164 3.3% 4.744
Close 5.100 5.273 0.173 3.4% 4.884
Range 0.200 0.164 -0.036 -18.0% 0.338
ATR 0.188 0.187 -0.001 -0.4% 0.000
Volume 44,595 24,229 -20,366 -45.7% 248,004
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.714 5.657 5.363
R3 5.550 5.493 5.318
R2 5.386 5.386 5.303
R1 5.329 5.329 5.288 5.358
PP 5.222 5.222 5.222 5.236
S1 5.165 5.165 5.258 5.194
S2 5.058 5.058 5.243
S3 4.894 5.001 5.228
S4 4.730 4.837 5.183
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 5.278 4.744 0.534 10.1% 0.163 3.1% 99% True False 44,748
10 5.278 4.362 0.916 17.4% 0.213 4.0% 99% True False 40,539
20 5.278 4.168 1.110 21.1% 0.182 3.5% 100% True False 28,198
40 5.278 4.140 1.138 21.6% 0.166 3.1% 100% True False 20,590
60 5.278 4.140 1.138 21.6% 0.165 3.1% 100% True False 16,269
80 5.300 4.140 1.160 22.0% 0.151 2.9% 98% False False 13,319
100 5.987 4.140 1.847 35.0% 0.150 2.8% 61% False False 11,127
120 6.160 4.140 2.020 38.3% 0.151 2.9% 56% False False 9,578
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 0.049
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.975
2.618 5.707
1.618 5.543
1.000 5.442
0.618 5.379
HIGH 5.278
0.618 5.215
0.500 5.196
0.382 5.177
LOW 5.114
0.618 5.013
1.000 4.950
1.618 4.849
2.618 4.685
4.250 4.417
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 5.247 5.192
PP 5.222 5.112
S1 5.196 5.031

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

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