NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 4.968 4.953 -0.015 -0.3% 5.039
High 5.025 5.008 -0.017 -0.3% 5.345
Low 4.915 4.872 -0.043 -0.9% 5.033
Close 4.968 4.913 -0.055 -1.1% 5.144
Range 0.110 0.136 0.026 23.6% 0.312
ATR 0.194 0.189 -0.004 -2.1% 0.000
Volume 22,256 24,011 1,755 7.9% 134,297
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.339 5.262 4.988
R3 5.203 5.126 4.950
R2 5.067 5.067 4.938
R1 4.990 4.990 4.925 4.961
PP 4.931 4.931 4.931 4.916
S1 4.854 4.854 4.901 4.825
S2 4.795 4.795 4.888
S3 4.659 4.718 4.876
S4 4.523 4.582 4.838
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 9.4% 0.199 4.0% 14% False False 24,920
10 5.345 4.847 0.498 10.1% 0.182 3.7% 13% False False 25,880
20 5.345 4.394 0.951 19.4% 0.193 3.9% 55% False False 27,967
40 5.345 4.115 1.230 25.0% 0.178 3.6% 65% False False 23,323
60 5.345 4.115 1.230 25.0% 0.174 3.5% 65% False False 20,110
80 5.345 4.115 1.230 25.0% 0.159 3.2% 65% False False 17,906
100 6.000 4.115 1.885 38.4% 0.154 3.1% 42% False False 16,106
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.586
2.618 5.364
1.618 5.228
1.000 5.144
0.618 5.092
HIGH 5.008
0.618 4.956
0.500 4.940
0.382 4.924
LOW 4.872
0.618 4.788
1.000 4.736
1.618 4.652
2.618 4.516
4.250 4.294
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 4.940 4.961
PP 4.931 4.945
S1 4.922 4.929

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

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