NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 4.981 4.870 -0.111 -2.2% 4.476
High 5.023 4.989 -0.034 -0.7% 5.089
Low 4.863 4.828 -0.035 -0.7% 4.460
Close 4.875 4.841 -0.034 -0.7% 4.940
Range 0.160 0.161 0.001 0.6% 0.629
ATR 0.187 0.185 -0.002 -1.0% 0.000
Volume 33,851 30,961 -2,890 -8.5% 121,953
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.369 5.266 4.930
R3 5.208 5.105 4.885
R2 5.047 5.047 4.871
R1 4.944 4.944 4.856 4.915
PP 4.886 4.886 4.886 4.872
S1 4.783 4.783 4.826 4.754
S2 4.725 4.725 4.811
S3 4.564 4.622 4.797
S4 4.403 4.461 4.752
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.717 6.457 5.286
R3 6.088 5.828 5.113
R2 5.459 5.459 5.055
R1 5.199 5.199 4.998 5.329
PP 4.830 4.830 4.830 4.895
S1 4.570 4.570 4.882 4.700
S2 4.201 4.201 4.825
S3 3.572 3.941 4.767
S4 2.943 3.312 4.594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.147 4.773 0.374 7.7% 0.225 4.7% 18% False False 39,075
10 5.147 4.394 0.753 15.6% 0.204 4.2% 59% False False 30,055
20 5.147 4.115 1.032 21.3% 0.186 3.8% 70% False False 25,531
40 5.147 4.115 1.032 21.3% 0.168 3.5% 70% False False 19,754
60 5.147 4.115 1.032 21.3% 0.164 3.4% 70% False False 17,781
80 5.750 4.115 1.635 33.8% 0.151 3.1% 44% False False 15,771
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.673
2.618 5.410
1.618 5.249
1.000 5.150
0.618 5.088
HIGH 4.989
0.618 4.927
0.500 4.909
0.382 4.890
LOW 4.828
0.618 4.729
1.000 4.667
1.618 4.568
2.618 4.407
4.250 4.144
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 4.909 4.988
PP 4.886 4.939
S1 4.864 4.890

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

View Archives - Comment on this page... - Back to Index of Symbols