NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 4.413 4.421 0.008 0.2% 4.660
High 4.455 4.454 -0.001 0.0% 4.900
Low 4.339 4.352 0.013 0.3% 4.339
Close 4.402 4.388 -0.014 -0.3% 4.402
Range 0.116 0.102 -0.014 -12.1% 0.561
ATR 0.211 0.204 -0.008 -3.7% 0.000
Volume 125,606 72,604 -53,002 -42.2% 429,868
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.704 4.648 4.444
R3 4.602 4.546 4.416
R2 4.500 4.500 4.407
R1 4.444 4.444 4.397 4.421
PP 4.398 4.398 4.398 4.387
S1 4.342 4.342 4.379 4.319
S2 4.296 4.296 4.369
S3 4.194 4.240 4.360
S4 4.092 4.138 4.332
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 12.8% 0.191 4.3% 9% False False 100,494
10 4.923 4.339 0.584 13.3% 0.215 4.9% 8% False False 96,865
20 5.249 4.339 0.910 20.7% 0.206 4.7% 5% False False 75,306
40 5.249 4.108 1.141 26.0% 0.195 4.4% 25% False False 52,726
60 5.249 4.070 1.179 26.9% 0.183 4.2% 27% False False 39,996
80 5.249 4.070 1.179 26.9% 0.179 4.1% 27% False False 32,583
100 5.580 4.070 1.510 34.4% 0.164 3.7% 21% False False 27,032
120 5.951 4.070 1.881 42.9% 0.160 3.6% 17% False False 22,973
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 4.888
2.618 4.721
1.618 4.619
1.000 4.556
0.618 4.517
HIGH 4.454
0.618 4.415
0.500 4.403
0.382 4.391
LOW 4.352
0.618 4.289
1.000 4.250
1.618 4.187
2.618 4.085
4.250 3.919
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 4.403 4.479
PP 4.398 4.449
S1 4.393 4.418

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

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