NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 4.907 4.968 0.061 1.2% 5.039
High 5.075 5.025 -0.050 -1.0% 5.345
Low 4.847 4.915 0.068 1.4% 5.033
Close 4.907 4.968 0.061 1.2% 5.144
Range 0.228 0.110 -0.118 -51.8% 0.312
ATR 0.199 0.194 -0.006 -2.9% 0.000
Volume 24,477 22,256 -2,221 -9.1% 134,297
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.299 5.244 5.029
R3 5.189 5.134 4.998
R2 5.079 5.079 4.988
R1 5.024 5.024 4.978 5.023
PP 4.969 4.969 4.969 4.969
S1 4.914 4.914 4.958 4.913
S2 4.859 4.859 4.948
S3 4.749 4.804 4.938
S4 4.639 4.694 4.908
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 5.310 4.847 0.463 9.3% 0.206 4.2% 26% False False 24,884
10 5.345 4.828 0.517 10.4% 0.184 3.7% 27% False False 26,575
20 5.345 4.378 0.967 19.5% 0.194 3.9% 61% False False 27,433
40 5.345 4.115 1.230 24.8% 0.177 3.6% 69% False False 22,977
60 5.345 4.115 1.230 24.8% 0.174 3.5% 69% False False 19,916
80 5.345 4.115 1.230 24.8% 0.159 3.2% 69% False False 17,720
100 6.000 4.115 1.885 37.9% 0.155 3.1% 45% False False 15,934
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.493
2.618 5.313
1.618 5.203
1.000 5.135
0.618 5.093
HIGH 5.025
0.618 4.983
0.500 4.970
0.382 4.957
LOW 4.915
0.618 4.847
1.000 4.805
1.618 4.737
2.618 4.627
4.250 4.448
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 4.970 5.079
PP 4.969 5.042
S1 4.969 5.005

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

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