NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 5.274 5.195 -0.079 -1.5% 5.039
High 5.310 5.310 0.000 0.0% 5.345
Low 5.136 4.964 -0.172 -3.3% 5.033
Close 5.144 5.010 -0.134 -2.6% 5.144
Range 0.174 0.346 0.172 98.9% 0.312
ATR 0.186 0.197 0.011 6.2% 0.000
Volume 28,125 25,731 -2,394 -8.5% 134,297
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.133 5.917 5.200
R3 5.787 5.571 5.105
R2 5.441 5.441 5.073
R1 5.225 5.225 5.042 5.160
PP 5.095 5.095 5.095 5.062
S1 4.879 4.879 4.978 4.814
S2 4.749 4.749 4.947
S3 4.403 4.533 4.915
S4 4.057 4.187 4.820
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.110 5.939 5.316
R3 5.798 5.627 5.230
R2 5.486 5.486 5.201
R1 5.315 5.315 5.173 5.401
PP 5.174 5.174 5.174 5.217
S1 5.003 5.003 5.115 5.089
S2 4.862 4.862 5.087
S3 4.550 4.691 5.058
S4 4.238 4.379 4.972
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.345 4.964 0.381 7.6% 0.215 4.3% 12% False True 27,929
10 5.345 4.828 0.517 10.3% 0.188 3.8% 35% False False 28,474
20 5.345 4.270 1.075 21.5% 0.188 3.7% 69% False False 26,509
40 5.345 4.115 1.230 24.6% 0.174 3.5% 73% False False 22,402
60 5.345 4.115 1.230 24.6% 0.172 3.4% 73% False False 19,575
80 5.345 4.115 1.230 24.6% 0.158 3.1% 73% False False 17,328
100 6.000 4.115 1.885 37.6% 0.154 3.1% 47% False False 15,632
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 6.781
2.618 6.216
1.618 5.870
1.000 5.656
0.618 5.524
HIGH 5.310
0.618 5.178
0.500 5.137
0.382 5.096
LOW 4.964
0.618 4.750
1.000 4.618
1.618 4.404
2.618 4.058
4.250 3.494
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 5.137 5.137
PP 5.095 5.095
S1 5.052 5.052

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

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