NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 4.851 4.803 -0.048 -1.0% 5.090
High 4.900 4.934 0.034 0.7% 5.224
Low 4.745 4.783 0.038 0.8% 4.727
Close 4.793 4.908 0.115 2.4% 4.908
Range 0.155 0.151 -0.004 -2.6% 0.497
ATR 0.199 0.196 -0.003 -1.7% 0.000
Volume 59,071 43,504 -15,567 -26.4% 241,702
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.328 5.269 4.991
R3 5.177 5.118 4.950
R2 5.026 5.026 4.936
R1 4.967 4.967 4.922 4.997
PP 4.875 4.875 4.875 4.890
S1 4.816 4.816 4.894 4.846
S2 4.724 4.724 4.880
S3 4.573 4.665 4.866
S4 4.422 4.514 4.825
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.444 6.173 5.181
R3 5.947 5.676 5.045
R2 5.450 5.450 4.999
R1 5.179 5.179 4.954 5.066
PP 4.953 4.953 4.953 4.897
S1 4.682 4.682 4.862 4.569
S2 4.456 4.456 4.817
S3 3.959 4.185 4.771
S4 3.462 3.688 4.635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.224 4.727 0.497 10.1% 0.199 4.1% 36% False False 48,340
10 5.249 4.727 0.522 10.6% 0.197 4.0% 35% False False 53,746
20 5.249 4.285 0.964 19.6% 0.208 4.2% 65% False False 46,978
40 5.249 4.070 1.179 24.0% 0.179 3.7% 71% False False 33,255
60 5.249 4.070 1.179 24.0% 0.182 3.7% 71% False False 26,404
80 5.249 4.070 1.179 24.0% 0.165 3.4% 71% False False 21,209
100 5.864 4.070 1.794 36.6% 0.157 3.2% 47% False False 17,666
120 6.111 4.070 2.041 41.6% 0.156 3.2% 41% False False 15,129
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.576
2.618 5.329
1.618 5.178
1.000 5.085
0.618 5.027
HIGH 4.934
0.618 4.876
0.500 4.859
0.382 4.841
LOW 4.783
0.618 4.690
1.000 4.632
1.618 4.539
2.618 4.388
4.250 4.141
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 4.892 4.885
PP 4.875 4.862
S1 4.859 4.840

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

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