NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 4.660 4.685 0.025 0.5% 4.522
High 4.863 4.870 0.007 0.1% 4.699
Low 4.642 4.678 0.036 0.8% 4.452
Close 4.718 4.827 0.109 2.3% 4.563
Range 0.221 0.192 -0.029 -13.1% 0.247
ATR 0.174 0.175 0.001 0.8% 0.000
Volume 75,603 159,054 83,451 110.4% 302,580
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.368 5.289 4.933
R3 5.176 5.097 4.880
R2 4.984 4.984 4.862
R1 4.905 4.905 4.845 4.945
PP 4.792 4.792 4.792 4.811
S1 4.713 4.713 4.809 4.753
S2 4.600 4.600 4.792
S3 4.408 4.521 4.774
S4 4.216 4.329 4.721
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 4.870 4.491 0.379 7.9% 0.148 3.1% 89% True False 80,562
10 4.870 4.452 0.418 8.7% 0.153 3.2% 90% True False 73,045
20 4.945 4.290 0.655 13.6% 0.182 3.8% 82% False False 55,820
40 5.282 4.290 0.992 20.6% 0.193 4.0% 54% False False 43,258
60 5.282 4.140 1.142 23.7% 0.179 3.7% 60% False False 34,514
80 5.282 4.140 1.142 23.7% 0.174 3.6% 60% False False 28,062
100 5.282 4.140 1.142 23.7% 0.167 3.4% 60% False False 23,716
120 5.884 4.140 1.744 36.1% 0.160 3.3% 39% False False 20,305
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.686
2.618 5.373
1.618 5.181
1.000 5.062
0.618 4.989
HIGH 4.870
0.618 4.797
0.500 4.774
0.382 4.751
LOW 4.678
0.618 4.559
1.000 4.486
1.618 4.367
2.618 4.175
4.250 3.862
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 4.809 4.792
PP 4.792 4.757
S1 4.774 4.723

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

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