NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 4.562 4.636 0.074 1.6% 5.090
High 4.637 4.923 0.286 6.2% 5.224
Low 4.477 4.534 0.057 1.3% 4.727
Close 4.616 4.854 0.238 5.2% 4.908
Range 0.160 0.389 0.229 143.1% 0.497
ATR 0.195 0.209 0.014 7.1% 0.000
Volume 98,804 92,607 -6,197 -6.3% 241,702
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.937 5.785 5.068
R3 5.548 5.396 4.961
R2 5.159 5.159 4.925
R1 5.007 5.007 4.890 5.083
PP 4.770 4.770 4.770 4.809
S1 4.618 4.618 4.818 4.694
S2 4.381 4.381 4.783
S3 3.992 4.229 4.747
S4 3.603 3.840 4.640
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 4.477 0.457 9.4% 0.217 4.5% 82% False False 74,322
10 5.240 4.477 0.763 15.7% 0.213 4.4% 49% False False 64,806
20 5.249 4.477 0.772 15.9% 0.212 4.4% 49% False False 58,792
40 5.249 4.070 1.179 24.3% 0.191 3.9% 66% False False 39,860
60 5.249 4.070 1.179 24.3% 0.181 3.7% 66% False False 30,971
80 5.249 4.070 1.179 24.3% 0.171 3.5% 66% False False 25,057
100 5.752 4.070 1.682 34.7% 0.159 3.3% 47% False False 20,828
120 5.960 4.070 1.890 38.9% 0.158 3.3% 41% False False 17,732
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.058
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 6.576
2.618 5.941
1.618 5.552
1.000 5.312
0.618 5.163
HIGH 4.923
0.618 4.774
0.500 4.729
0.382 4.683
LOW 4.534
0.618 4.294
1.000 4.145
1.618 3.905
2.618 3.516
4.250 2.881
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 4.812 4.803
PP 4.770 4.751
S1 4.729 4.700

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

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