NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 4.598 4.413 -0.185 -4.0% 4.660
High 4.619 4.455 -0.164 -3.6% 4.900
Low 4.355 4.339 -0.016 -0.4% 4.339
Close 4.399 4.402 0.003 0.1% 4.402
Range 0.264 0.116 -0.148 -56.1% 0.561
ATR 0.219 0.211 -0.007 -3.4% 0.000
Volume 97,657 125,606 27,949 28.6% 429,868
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.747 4.690 4.466
R3 4.631 4.574 4.434
R2 4.515 4.515 4.423
R1 4.458 4.458 4.413 4.429
PP 4.399 4.399 4.399 4.384
S1 4.342 4.342 4.391 4.313
S2 4.283 4.283 4.381
S3 4.167 4.226 4.370
S4 4.051 4.110 4.338
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.230 5.877 4.711
R3 5.669 5.316 4.556
R2 5.108 5.108 4.505
R1 4.755 4.755 4.453 4.651
PP 4.547 4.547 4.547 4.495
S1 4.194 4.194 4.351 4.090
S2 3.986 3.986 4.299
S3 3.425 3.633 4.248
S4 2.864 3.072 4.093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.900 4.339 0.561 12.7% 0.222 5.0% 11% False True 113,589
10 4.934 4.339 0.595 13.5% 0.219 5.0% 11% False True 93,955
20 5.249 4.339 0.910 20.7% 0.207 4.7% 7% False True 73,991
40 5.249 4.108 1.141 25.9% 0.198 4.5% 26% False False 51,515
60 5.249 4.070 1.179 26.8% 0.185 4.2% 28% False False 39,108
80 5.249 4.070 1.179 26.8% 0.178 4.0% 28% False False 31,718
100 5.626 4.070 1.556 35.3% 0.164 3.7% 21% False False 26,333
120 5.951 4.070 1.881 42.7% 0.160 3.6% 18% False False 22,383
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.047
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 4.948
2.618 4.759
1.618 4.643
1.000 4.571
0.618 4.527
HIGH 4.455
0.618 4.411
0.500 4.397
0.382 4.383
LOW 4.339
0.618 4.267
1.000 4.223
1.618 4.151
2.618 4.035
4.250 3.846
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 4.400 4.560
PP 4.399 4.507
S1 4.397 4.455

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

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