NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 4.373 4.319 -0.054 -1.2% 4.660
High 4.389 4.623 0.234 5.3% 4.900
Low 4.303 4.288 -0.015 -0.3% 4.339
Close 4.306 4.586 0.280 6.5% 4.402
Range 0.086 0.335 0.249 289.5% 0.561
ATR 0.192 0.202 0.010 5.3% 0.000
Volume 110,325 91,294 -19,031 -17.2% 429,868
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.504 5.380 4.770
R3 5.169 5.045 4.678
R2 4.834 4.834 4.647
R1 4.710 4.710 4.617 4.772
PP 4.499 4.499 4.499 4.530
S1 4.375 4.375 4.555 4.437
S2 4.164 4.164 4.525
S3 3.829 4.040 4.494
S4 3.494 3.705 4.402
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 4.623 4.288 0.335 7.3% 0.158 3.5% 89% True True 93,540
10 4.923 4.288 0.635 13.8% 0.217 4.7% 47% False True 100,265
20 5.240 4.288 0.952 20.8% 0.205 4.5% 31% False True 80,774
40 5.249 4.108 1.141 24.9% 0.199 4.3% 42% False False 57,830
60 5.249 4.070 1.179 25.7% 0.186 4.0% 44% False False 43,902
80 5.249 4.070 1.179 25.7% 0.181 3.9% 44% False False 35,712
100 5.249 4.070 1.179 25.7% 0.166 3.6% 44% False False 29,572
120 5.940 4.070 1.870 40.8% 0.161 3.5% 28% False False 25,176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.047
2.618 5.500
1.618 5.165
1.000 4.958
0.618 4.830
HIGH 4.623
0.618 4.495
0.500 4.456
0.382 4.416
LOW 4.288
0.618 4.081
1.000 3.953
1.618 3.746
2.618 3.411
4.250 2.864
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 4.543 4.543
PP 4.499 4.499
S1 4.456 4.456

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

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