NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 4.853 4.851 -0.002 0.0% 4.925
High 4.923 4.900 -0.023 -0.5% 5.249
Low 4.791 4.745 -0.046 -1.0% 4.918
Close 4.853 4.793 -0.060 -1.2% 5.049
Range 0.132 0.155 0.023 17.4% 0.331
ATR 0.203 0.199 -0.003 -1.7% 0.000
Volume 51,672 59,071 7,399 14.3% 295,761
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.278 5.190 4.878
R3 5.123 5.035 4.836
R2 4.968 4.968 4.821
R1 4.880 4.880 4.807 4.847
PP 4.813 4.813 4.813 4.796
S1 4.725 4.725 4.779 4.692
S2 4.658 4.658 4.765
S3 4.503 4.570 4.750
S4 4.348 4.415 4.708
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.065 5.888 5.231
R3 5.734 5.557 5.140
R2 5.403 5.403 5.110
R1 5.226 5.226 5.079 5.315
PP 5.072 5.072 5.072 5.116
S1 4.895 4.895 5.019 4.984
S2 4.741 4.741 4.988
S3 4.410 4.564 4.958
S4 4.079 4.233 4.867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.240 4.727 0.513 10.7% 0.209 4.4% 13% False False 55,291
10 5.249 4.727 0.522 10.9% 0.195 4.1% 13% False False 54,027
20 5.249 4.229 1.020 21.3% 0.209 4.4% 55% False False 45,718
40 5.249 4.070 1.179 24.6% 0.186 3.9% 61% False False 32,486
60 5.249 4.070 1.179 24.6% 0.182 3.8% 61% False False 25,769
80 5.249 4.070 1.179 24.6% 0.164 3.4% 61% False False 20,712
100 5.864 4.070 1.794 37.4% 0.157 3.3% 40% False False 17,246
120 6.111 4.070 2.041 42.6% 0.156 3.2% 35% False False 14,793
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.559
2.618 5.306
1.618 5.151
1.000 5.055
0.618 4.996
HIGH 4.900
0.618 4.841
0.500 4.823
0.382 4.804
LOW 4.745
0.618 4.649
1.000 4.590
1.618 4.494
2.618 4.339
4.250 4.086
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 4.823 4.827
PP 4.813 4.816
S1 4.803 4.804

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

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