NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 4.912 4.950 0.038 0.8% 5.195
High 5.028 4.986 -0.042 -0.8% 5.310
Low 4.909 4.844 -0.065 -1.3% 4.847
Close 5.013 4.850 -0.163 -3.3% 5.013
Range 0.119 0.142 0.023 19.3% 0.463
ATR 0.184 0.183 -0.001 -0.6% 0.000
Volume 15,278 13,046 -2,232 -14.6% 111,753
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.319 5.227 4.928
R3 5.177 5.085 4.889
R2 5.035 5.035 4.876
R1 4.943 4.943 4.863 4.918
PP 4.893 4.893 4.893 4.881
S1 4.801 4.801 4.837 4.776
S2 4.751 4.751 4.824
S3 4.609 4.659 4.811
S4 4.467 4.517 4.772
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.446 6.192 5.268
R3 5.983 5.729 5.140
R2 5.520 5.520 5.098
R1 5.266 5.266 5.055 5.162
PP 5.057 5.057 5.057 5.004
S1 4.803 4.803 4.971 4.699
S2 4.594 4.594 4.928
S3 4.131 4.340 4.886
S4 3.668 3.877 4.758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.075 4.844 0.231 4.8% 0.147 3.0% 3% False True 19,813
10 5.345 4.844 0.501 10.3% 0.181 3.7% 1% False True 23,871
20 5.345 4.460 0.885 18.2% 0.191 3.9% 44% False False 27,533
40 5.345 4.115 1.230 25.4% 0.170 3.5% 60% False False 23,044
60 5.345 4.115 1.230 25.4% 0.171 3.5% 60% False False 20,033
80 5.345 4.115 1.230 25.4% 0.159 3.3% 60% False False 17,978
100 6.000 4.115 1.885 38.9% 0.155 3.2% 39% False False 16,241
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.044
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.590
2.618 5.358
1.618 5.216
1.000 5.128
0.618 5.074
HIGH 4.986
0.618 4.932
0.500 4.915
0.382 4.898
LOW 4.844
0.618 4.756
1.000 4.702
1.618 4.614
2.618 4.472
4.250 4.241
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 4.915 4.936
PP 4.893 4.907
S1 4.872 4.879

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

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