NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 4.662 4.598 -0.064 -1.4% 4.851
High 4.780 4.619 -0.161 -3.4% 4.923
Low 4.555 4.355 -0.200 -4.4% 4.477
Close 4.565 4.399 -0.166 -3.6% 4.687
Range 0.225 0.264 0.039 17.3% 0.446
ATR 0.215 0.219 0.003 1.6% 0.000
Volume 111,455 97,657 -13,798 -12.4% 466,187
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.250 5.088 4.544
R3 4.986 4.824 4.472
R2 4.722 4.722 4.447
R1 4.560 4.560 4.423 4.509
PP 4.458 4.458 4.458 4.432
S1 4.296 4.296 4.375 4.245
S2 4.194 4.194 4.351
S3 3.930 4.032 4.326
S4 3.666 3.768 4.254
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.034 5.806 4.932
R3 5.588 5.360 4.810
R2 5.142 5.142 4.769
R1 4.914 4.914 4.728 4.805
PP 4.696 4.696 4.696 4.641
S1 4.468 4.468 4.646 4.359
S2 4.250 4.250 4.605
S3 3.804 4.022 4.564
S4 3.358 3.576 4.442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.923 4.355 0.568 12.9% 0.276 6.3% 8% False True 106,989
10 4.934 4.355 0.579 13.2% 0.223 5.1% 8% False True 87,302
20 5.249 4.355 0.894 20.3% 0.210 4.8% 5% False True 70,267
40 5.249 4.108 1.141 25.9% 0.199 4.5% 26% False False 48,809
60 5.249 4.070 1.179 26.8% 0.185 4.2% 28% False False 37,360
80 5.249 4.070 1.179 26.8% 0.178 4.0% 28% False False 30,191
100 5.752 4.070 1.682 38.2% 0.164 3.7% 20% False False 25,122
120 5.951 4.070 1.881 42.8% 0.160 3.6% 17% False False 21,354
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.741
2.618 5.310
1.618 5.046
1.000 4.883
0.618 4.782
HIGH 4.619
0.618 4.518
0.500 4.487
0.382 4.456
LOW 4.355
0.618 4.192
1.000 4.091
1.618 3.928
2.618 3.664
4.250 3.233
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 4.487 4.628
PP 4.458 4.551
S1 4.428 4.475

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

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