NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 4.421 4.419 -0.002 0.0% 4.660
High 4.454 4.487 0.033 0.7% 4.900
Low 4.352 4.334 -0.018 -0.4% 4.339
Close 4.388 4.354 -0.034 -0.8% 4.402
Range 0.102 0.153 0.051 50.0% 0.561
ATR 0.204 0.200 -0.004 -1.8% 0.000
Volume 72,604 67,874 -4,730 -6.5% 429,868
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.851 4.755 4.438
R3 4.698 4.602 4.396
R2 4.545 4.545 4.382
R1 4.449 4.449 4.368 4.421
PP 4.392 4.392 4.392 4.377
S1 4.296 4.296 4.340 4.268
S2 4.239 4.239 4.326
S3 4.086 4.143 4.312
S4 3.933 3.990 4.270
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 4.780 4.334 0.446 10.2% 0.172 4.0% 4% False True 95,039
10 4.923 4.334 0.589 13.5% 0.214 4.9% 3% False True 97,816
20 5.249 4.334 0.915 21.0% 0.205 4.7% 2% False True 76,636
40 5.249 4.108 1.141 26.2% 0.196 4.5% 22% False False 53,761
60 5.249 4.070 1.179 27.1% 0.183 4.2% 24% False False 40,822
80 5.249 4.070 1.179 27.1% 0.178 4.1% 24% False False 33,394
100 5.360 4.070 1.290 29.6% 0.163 3.8% 22% False False 27,661
120 5.951 4.070 1.881 43.2% 0.160 3.7% 15% False False 23,523
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.052
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.137
2.618 4.888
1.618 4.735
1.000 4.640
0.618 4.582
HIGH 4.487
0.618 4.429
0.500 4.411
0.382 4.392
LOW 4.334
0.618 4.239
1.000 4.181
1.618 4.086
2.618 3.933
4.250 3.684
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 4.411 4.411
PP 4.392 4.392
S1 4.373 4.373

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

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