NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 4.883 5.039 0.156 3.2% 4.984
High 4.983 5.193 0.210 4.2% 5.147
Low 4.875 5.033 0.158 3.2% 4.828
Close 4.960 5.167 0.207 4.2% 4.960
Range 0.108 0.160 0.052 48.1% 0.319
ATR 0.182 0.186 0.004 2.0% 0.000
Volume 28,028 20,382 -7,646 -27.3% 169,625
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.611 5.549 5.255
R3 5.451 5.389 5.211
R2 5.291 5.291 5.196
R1 5.229 5.229 5.182 5.260
PP 5.131 5.131 5.131 5.147
S1 5.069 5.069 5.152 5.100
S2 4.971 4.971 5.138
S3 4.811 4.909 5.123
S4 4.651 4.749 5.079
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.935 5.767 5.135
R3 5.616 5.448 5.048
R2 5.297 5.297 5.018
R1 5.129 5.129 4.989 5.054
PP 4.978 4.978 4.978 4.941
S1 4.810 4.810 4.931 4.735
S2 4.659 4.659 4.902
S3 4.340 4.491 4.872
S4 4.021 4.172 4.785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.193 4.828 0.365 7.1% 0.160 3.1% 93% True False 29,020
10 5.193 4.460 0.733 14.2% 0.201 3.9% 96% True False 31,196
20 5.193 4.115 1.078 20.9% 0.185 3.6% 98% True False 25,329
40 5.193 4.115 1.078 20.9% 0.166 3.2% 98% True False 20,183
60 5.193 4.115 1.078 20.9% 0.163 3.2% 98% True False 18,425
80 5.520 4.115 1.405 27.2% 0.152 2.9% 75% False False 16,178
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 0.046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.873
2.618 5.612
1.618 5.452
1.000 5.353
0.618 5.292
HIGH 5.193
0.618 5.132
0.500 5.113
0.382 5.094
LOW 5.033
0.618 4.934
1.000 4.873
1.618 4.774
2.618 4.614
4.250 4.353
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 5.149 5.115
PP 5.131 5.063
S1 5.113 5.011

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

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