NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 4.635 4.541 -0.094 -2.0% 4.522
High 4.650 4.608 -0.042 -0.9% 4.699
Low 4.532 4.491 -0.041 -0.9% 4.452
Close 4.563 4.583 0.020 0.4% 4.563
Range 0.118 0.117 -0.001 -0.8% 0.247
ATR 0.181 0.176 -0.005 -2.5% 0.000
Volume 70,577 43,191 -27,386 -38.8% 302,580
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.912 4.864 4.647
R3 4.795 4.747 4.615
R2 4.678 4.678 4.604
R1 4.630 4.630 4.594 4.654
PP 4.561 4.561 4.561 4.573
S1 4.513 4.513 4.572 4.537
S2 4.444 4.444 4.562
S3 4.327 4.396 4.551
S4 4.210 4.279 4.519
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.312 5.185 4.699
R3 5.065 4.938 4.631
R2 4.818 4.818 4.608
R1 4.691 4.691 4.586 4.755
PP 4.571 4.571 4.571 4.603
S1 4.444 4.444 4.540 4.508
S2 4.324 4.324 4.518
S3 4.077 4.197 4.495
S4 3.830 3.950 4.427
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.699 4.456 0.243 5.3% 0.148 3.2% 52% False False 56,322
10 4.699 4.290 0.409 8.9% 0.159 3.5% 72% False False 58,557
20 4.945 4.290 0.655 14.3% 0.183 4.0% 45% False False 44,046
40 5.282 4.290 0.992 21.6% 0.193 4.2% 30% False False 37,458
60 5.282 4.140 1.142 24.9% 0.177 3.9% 39% False False 30,363
80 5.282 4.140 1.142 24.9% 0.178 3.9% 39% False False 24,840
100 5.282 4.140 1.142 24.9% 0.165 3.6% 39% False False 20,961
120 5.884 4.140 1.744 38.1% 0.160 3.5% 25% False False 17,944
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.037
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.105
2.618 4.914
1.618 4.797
1.000 4.725
0.618 4.680
HIGH 4.608
0.618 4.563
0.500 4.550
0.382 4.536
LOW 4.491
0.618 4.419
1.000 4.374
1.618 4.302
2.618 4.185
4.250 3.994
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 4.572 4.595
PP 4.561 4.591
S1 4.550 4.587

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

View Archives - Comment on this page... - Back to Index of Symbols