NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 4.851 4.730 -0.121 -2.5% 5.090
High 4.882 4.756 -0.126 -2.6% 5.224
Low 4.728 4.525 -0.203 -4.3% 4.727
Close 4.733 4.548 -0.185 -3.9% 4.908
Range 0.154 0.231 0.077 50.0% 0.497
ATR 0.195 0.197 0.003 1.3% 0.000
Volume 58,370 78,326 19,956 34.2% 241,702
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.303 5.156 4.675
R3 5.072 4.925 4.612
R2 4.841 4.841 4.590
R1 4.694 4.694 4.569 4.652
PP 4.610 4.610 4.610 4.589
S1 4.463 4.463 4.527 4.421
S2 4.379 4.379 4.506
S3 4.148 4.232 4.484
S4 3.917 4.001 4.421
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 4.934 4.525 0.409 9.0% 0.165 3.6% 6% False True 58,188
10 5.249 4.525 0.724 15.9% 0.201 4.4% 3% False True 57,517
20 5.249 4.285 0.964 21.2% 0.211 4.6% 27% False False 51,445
40 5.249 4.070 1.179 25.9% 0.182 4.0% 41% False False 35,782
60 5.249 4.070 1.179 25.9% 0.178 3.9% 41% False False 28,250
80 5.249 4.070 1.179 25.9% 0.166 3.7% 41% False False 22,790
100 5.864 4.070 1.794 39.4% 0.158 3.5% 27% False False 18,981
120 6.111 4.070 2.041 44.9% 0.156 3.4% 23% False False 16,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.738
2.618 5.361
1.618 5.130
1.000 4.987
0.618 4.899
HIGH 4.756
0.618 4.668
0.500 4.641
0.382 4.613
LOW 4.525
0.618 4.382
1.000 4.294
1.618 4.151
2.618 3.920
4.250 3.543
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 4.641 4.730
PP 4.610 4.669
S1 4.579 4.609

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

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