NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 4.872 4.784 -0.088 -1.8% 5.092
High 4.917 4.792 -0.125 -2.5% 5.252
Low 4.767 4.566 -0.201 -4.2% 4.771
Close 4.772 4.587 -0.185 -3.9% 4.943
Range 0.150 0.226 0.076 50.7% 0.481
ATR 0.190 0.193 0.003 1.3% 0.000
Volume 14,659 14,013 -646 -4.4% 101,484
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.326 5.183 4.711
R3 5.100 4.957 4.649
R2 4.874 4.874 4.628
R1 4.731 4.731 4.608 4.690
PP 4.648 4.648 4.648 4.628
S1 4.505 4.505 4.566 4.464
S2 4.422 4.422 4.546
S3 4.196 4.279 4.525
S4 3.970 4.053 4.463
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.432 6.168 5.208
R3 5.951 5.687 5.075
R2 5.470 5.470 5.031
R1 5.206 5.206 4.987 5.098
PP 4.989 4.989 4.989 4.934
S1 4.725 4.725 4.899 4.617
S2 4.508 4.508 4.855
S3 4.027 4.244 4.811
S4 3.546 3.763 4.678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.962 4.566 0.396 8.6% 0.158 3.4% 5% False True 17,961
10 5.282 4.566 0.716 15.6% 0.199 4.3% 3% False True 20,250
20 5.282 4.362 0.920 20.1% 0.206 4.5% 24% False False 30,394
40 5.282 4.140 1.142 24.9% 0.176 3.8% 39% False False 23,433
60 5.282 4.140 1.142 24.9% 0.172 3.8% 39% False False 18,543
80 5.282 4.140 1.142 24.9% 0.162 3.5% 39% False False 15,442
100 5.884 4.140 1.744 38.0% 0.156 3.4% 26% False False 12,975
120 6.160 4.140 2.020 44.0% 0.154 3.4% 22% False False 11,106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.053
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.753
2.618 5.384
1.618 5.158
1.000 5.018
0.618 4.932
HIGH 4.792
0.618 4.706
0.500 4.679
0.382 4.652
LOW 4.566
0.618 4.426
1.000 4.340
1.618 4.200
2.618 3.974
4.250 3.606
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 4.679 4.764
PP 4.648 4.705
S1 4.618 4.646

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

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