NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 5.240 5.117 -0.123 -2.3% 4.862
High 5.282 5.255 -0.027 -0.5% 5.082
Low 5.054 5.072 0.018 0.4% 4.744
Close 5.071 5.241 0.170 3.4% 4.884
Range 0.228 0.183 -0.045 -19.7% 0.338
ATR 0.190 0.190 0.000 -0.2% 0.000
Volume 28,340 18,406 -9,934 -35.1% 248,004
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.738 5.673 5.342
R3 5.555 5.490 5.291
R2 5.372 5.372 5.275
R1 5.307 5.307 5.258 5.340
PP 5.189 5.189 5.189 5.206
S1 5.124 5.124 5.224 5.157
S2 5.006 5.006 5.207
S3 4.823 4.941 5.191
S4 4.640 4.758 5.140
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 5.282 4.784 0.498 9.5% 0.181 3.4% 92% False False 32,848
10 5.282 4.695 0.587 11.2% 0.209 4.0% 93% False False 40,536
20 5.282 4.168 1.114 21.3% 0.184 3.5% 96% False False 28,395
40 5.282 4.140 1.142 21.8% 0.171 3.3% 96% False False 21,427
60 5.282 4.140 1.142 21.8% 0.168 3.2% 96% False False 16,896
80 5.282 4.140 1.142 21.8% 0.153 2.9% 96% False False 13,800
100 5.884 4.140 1.744 33.3% 0.152 2.9% 63% False False 11,563
120 6.160 4.140 2.020 38.5% 0.151 2.9% 55% False False 9,935
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 6.033
2.618 5.734
1.618 5.551
1.000 5.438
0.618 5.368
HIGH 5.255
0.618 5.185
0.500 5.164
0.382 5.142
LOW 5.072
0.618 4.959
1.000 4.889
1.618 4.776
2.618 4.593
4.250 4.294
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 5.215 5.217
PP 5.189 5.192
S1 5.164 5.168

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

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