NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 4.734 4.739 0.005 0.1% 4.860
High 4.860 4.867 0.007 0.1% 5.044
Low 4.687 4.732 0.045 1.0% 4.687
Close 4.706 4.833 0.127 2.7% 4.833
Range 0.173 0.135 -0.038 -22.0% 0.357
ATR 0.192 0.190 -0.002 -1.2% 0.000
Volume 51,120 46,319 -4,801 -9.4% 257,228
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.216 5.159 4.907
R3 5.081 5.024 4.870
R2 4.946 4.946 4.858
R1 4.889 4.889 4.845 4.918
PP 4.811 4.811 4.811 4.825
S1 4.754 4.754 4.821 4.783
S2 4.676 4.676 4.808
S3 4.541 4.619 4.796
S4 4.406 4.484 4.759
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.926 5.736 5.029
R3 5.569 5.379 4.931
R2 5.212 5.212 4.898
R1 5.022 5.022 4.866 4.939
PP 4.855 4.855 4.855 4.813
S1 4.665 4.665 4.800 4.582
S2 4.498 4.498 4.768
S3 4.141 4.308 4.735
S4 3.784 3.951 4.637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.044 4.687 0.357 7.4% 0.198 4.1% 41% False False 51,445
10 5.044 4.285 0.759 15.7% 0.219 4.5% 72% False False 40,210
20 5.044 4.108 0.936 19.4% 0.184 3.8% 77% False False 30,146
40 5.044 4.070 0.974 20.2% 0.171 3.5% 78% False False 22,341
60 5.044 4.070 0.974 20.2% 0.170 3.5% 78% False False 18,341
80 5.580 4.070 1.510 31.2% 0.153 3.2% 51% False False 14,963
100 5.951 4.070 1.881 38.9% 0.151 3.1% 41% False False 12,506
120 6.111 4.070 2.041 42.2% 0.154 3.2% 37% False False 10,896
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.441
2.618 5.220
1.618 5.085
1.000 5.002
0.618 4.950
HIGH 4.867
0.618 4.815
0.500 4.800
0.382 4.784
LOW 4.732
0.618 4.649
1.000 4.597
1.618 4.514
2.618 4.379
4.250 4.158
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 4.822 4.818
PP 4.811 4.803
S1 4.800 4.789

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

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