NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 5.209 5.059 -0.150 -2.9% 4.860
High 5.249 5.226 -0.023 -0.4% 5.044
Low 5.016 5.032 0.016 0.3% 4.687
Close 5.031 5.212 0.181 3.6% 4.833
Range 0.233 0.194 -0.039 -16.7% 0.357
ATR 0.197 0.197 0.000 -0.1% 0.000
Volume 61,139 57,373 -3,766 -6.2% 257,228
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.739 5.669 5.319
R3 5.545 5.475 5.265
R2 5.351 5.351 5.248
R1 5.281 5.281 5.230 5.316
PP 5.157 5.157 5.157 5.174
S1 5.087 5.087 5.194 5.122
S2 4.963 4.963 5.176
S3 4.769 4.893 5.159
S4 4.575 4.699 5.105
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 5.249 4.732 0.517 9.9% 0.181 3.5% 93% False False 52,764
10 5.249 4.659 0.590 11.3% 0.212 4.1% 94% False False 52,777
20 5.249 4.108 1.141 21.9% 0.191 3.7% 97% False False 36,591
40 5.249 4.070 1.179 22.6% 0.178 3.4% 97% False False 26,711
60 5.249 4.070 1.179 22.6% 0.174 3.3% 97% False False 21,575
80 5.249 4.070 1.179 22.6% 0.158 3.0% 97% False False 17,450
100 5.864 4.070 1.794 34.4% 0.153 2.9% 64% False False 14,597
120 6.111 4.070 2.041 39.2% 0.154 2.9% 56% False False 12,601
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 0.044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.051
2.618 5.734
1.618 5.540
1.000 5.420
0.618 5.346
HIGH 5.226
0.618 5.152
0.500 5.129
0.382 5.106
LOW 5.032
0.618 4.912
1.000 4.838
1.618 4.718
2.618 4.524
4.250 4.208
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 5.184 5.186
PP 5.157 5.159
S1 5.129 5.133

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

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