NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 5.195 4.907 -0.288 -5.5% 5.039
High 5.310 5.075 -0.235 -4.4% 5.345
Low 4.964 4.847 -0.117 -2.4% 5.033
Close 5.010 4.907 -0.103 -2.1% 5.144
Range 0.346 0.228 -0.118 -34.1% 0.312
ATR 0.197 0.199 0.002 1.1% 0.000
Volume 25,731 24,477 -1,254 -4.9% 134,297
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.627 5.495 5.032
R3 5.399 5.267 4.970
R2 5.171 5.171 4.949
R1 5.039 5.039 4.928 5.021
PP 4.943 4.943 4.943 4.934
S1 4.811 4.811 4.886 4.793
S2 4.715 4.715 4.865
S3 4.487 4.583 4.844
S4 4.259 4.355 4.782
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 4.847 0.498 10.1% 0.229 4.7% 12% False True 27,083
10 5.345 4.828 0.517 10.5% 0.189 3.9% 15% False False 27,734
20 5.345 4.270 1.075 21.9% 0.194 4.0% 59% False False 27,049
40 5.345 4.115 1.230 25.1% 0.176 3.6% 64% False False 22,714
60 5.345 4.115 1.230 25.1% 0.174 3.6% 64% False False 19,703
80 5.345 4.115 1.230 25.1% 0.160 3.3% 64% False False 17,529
100 6.000 4.115 1.885 38.4% 0.155 3.2% 42% False False 15,796
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.044
2.618 5.672
1.618 5.444
1.000 5.303
0.618 5.216
HIGH 5.075
0.618 4.988
0.500 4.961
0.382 4.934
LOW 4.847
0.618 4.706
1.000 4.619
1.618 4.478
2.618 4.250
4.250 3.878
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 4.961 5.079
PP 4.943 5.021
S1 4.925 4.964

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

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