NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 4.950 4.870 -0.080 -1.6% 5.195
High 4.986 4.870 -0.116 -2.3% 5.310
Low 4.844 4.655 -0.189 -3.9% 4.847
Close 4.850 4.673 -0.177 -3.6% 5.013
Range 0.142 0.215 0.073 51.4% 0.463
ATR 0.183 0.186 0.002 1.2% 0.000
Volume 13,046 15,152 2,106 16.1% 111,753
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.378 5.240 4.791
R3 5.163 5.025 4.732
R2 4.948 4.948 4.712
R1 4.810 4.810 4.693 4.772
PP 4.733 4.733 4.733 4.713
S1 4.595 4.595 4.653 4.557
S2 4.518 4.518 4.634
S3 4.303 4.380 4.614
S4 4.088 4.165 4.555
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 5.028 4.655 0.373 8.0% 0.144 3.1% 5% False True 17,948
10 5.345 4.655 0.690 14.8% 0.187 4.0% 3% False True 22,515
20 5.345 4.469 0.876 18.7% 0.193 4.1% 23% False False 27,247
40 5.345 4.115 1.230 26.3% 0.173 3.7% 45% False False 23,065
60 5.345 4.115 1.230 26.3% 0.170 3.6% 45% False False 19,876
80 5.345 4.115 1.230 26.3% 0.161 3.4% 45% False False 18,011
100 6.000 4.115 1.885 40.3% 0.155 3.3% 30% False False 16,311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.784
2.618 5.433
1.618 5.218
1.000 5.085
0.618 5.003
HIGH 4.870
0.618 4.788
0.500 4.763
0.382 4.737
LOW 4.655
0.618 4.522
1.000 4.440
1.618 4.307
2.618 4.092
4.250 3.741
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 4.763 4.842
PP 4.733 4.785
S1 4.703 4.729

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

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