NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 4.593 4.518 -0.075 -1.6% 4.430
High 4.637 4.699 0.062 1.3% 4.658
Low 4.472 4.497 0.025 0.6% 4.290
Close 4.500 4.632 0.132 2.9% 4.518
Range 0.165 0.202 0.037 22.4% 0.368
ATR 0.184 0.185 0.001 0.7% 0.000
Volume 57,139 60,270 3,131 5.5% 276,077
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.215 5.126 4.743
R3 5.013 4.924 4.688
R2 4.811 4.811 4.669
R1 4.722 4.722 4.651 4.767
PP 4.609 4.609 4.609 4.632
S1 4.520 4.520 4.613 4.565
S2 4.407 4.407 4.595
S3 4.205 4.318 4.576
S4 4.003 4.116 4.521
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.593 5.423 4.720
R3 5.225 5.055 4.619
R2 4.857 4.857 4.585
R1 4.687 4.687 4.552 4.772
PP 4.489 4.489 4.489 4.531
S1 4.319 4.319 4.484 4.404
S2 4.121 4.121 4.451
S3 3.753 3.951 4.417
S4 3.385 3.583 4.316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.699 4.452 0.247 5.3% 0.159 3.4% 73% True False 65,528
10 4.699 4.290 0.409 8.8% 0.158 3.4% 84% True False 55,568
20 4.961 4.290 0.671 14.5% 0.186 4.0% 51% False False 40,178
40 5.282 4.274 1.008 21.8% 0.195 4.2% 36% False False 35,298
60 5.282 4.140 1.142 24.7% 0.181 3.9% 43% False False 28,729
80 5.282 4.140 1.142 24.7% 0.179 3.9% 43% False False 23,581
100 5.282 4.140 1.142 24.7% 0.164 3.5% 43% False False 19,877
120 5.884 4.140 1.744 37.7% 0.160 3.5% 28% False False 17,020
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 0.039
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.558
2.618 5.228
1.618 5.026
1.000 4.901
0.618 4.824
HIGH 4.699
0.618 4.622
0.500 4.598
0.382 4.574
LOW 4.497
0.618 4.372
1.000 4.295
1.618 4.170
2.618 3.968
4.250 3.639
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 4.621 4.614
PP 4.609 4.596
S1 4.598 4.578

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

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