NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 4.737 4.860 0.123 2.6% 4.448
High 5.017 4.991 -0.026 -0.5% 5.017
Low 4.659 4.713 0.054 1.2% 4.285
Close 4.842 4.968 0.126 2.6% 4.842
Range 0.358 0.278 -0.080 -22.3% 0.732
ATR 0.187 0.193 0.007 3.5% 0.000
Volume 53,047 47,198 -5,849 -11.0% 124,067
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.725 5.624 5.121
R3 5.447 5.346 5.044
R2 5.169 5.169 5.019
R1 5.068 5.068 4.993 5.119
PP 4.891 4.891 4.891 4.916
S1 4.790 4.790 4.943 4.841
S2 4.613 4.613 4.917
S3 4.335 4.512 4.892
S4 4.057 4.234 4.815
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.911 6.608 5.245
R3 6.179 5.876 5.043
R2 5.447 5.447 4.976
R1 5.144 5.144 4.909 5.296
PP 4.715 4.715 4.715 4.790
S1 4.412 4.412 4.775 4.564
S2 3.983 3.983 4.708
S3 3.251 3.680 4.641
S4 2.519 2.948 4.439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.017 4.285 0.732 14.7% 0.270 5.4% 93% False False 34,253
10 5.017 4.108 0.909 18.3% 0.203 4.1% 95% False False 26,164
20 5.017 4.108 0.909 18.3% 0.183 3.7% 95% False False 23,971
40 5.017 4.070 0.947 19.1% 0.173 3.5% 95% False False 18,841
60 5.017 4.070 0.947 19.1% 0.163 3.3% 95% False False 15,174
80 5.752 4.070 1.682 33.9% 0.151 3.0% 53% False False 12,502
100 5.960 4.070 1.890 38.0% 0.151 3.0% 48% False False 10,480
120 6.111 4.070 2.041 41.1% 0.153 3.1% 44% False False 9,251
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 3 trading days
Fibonacci Retracements and Extensions
4.250 6.173
2.618 5.719
1.618 5.441
1.000 5.269
0.618 5.163
HIGH 4.991
0.618 4.885
0.500 4.852
0.382 4.819
LOW 4.713
0.618 4.541
1.000 4.435
1.618 4.263
2.618 3.985
4.250 3.532
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 4.929 4.888
PP 4.891 4.808
S1 4.852 4.729

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

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