NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 4.870 4.685 -0.185 -3.8% 5.195
High 4.870 4.736 -0.134 -2.8% 5.310
Low 4.655 4.606 -0.049 -1.1% 4.847
Close 4.673 4.730 0.057 1.2% 5.013
Range 0.215 0.130 -0.085 -39.5% 0.463
ATR 0.186 0.182 -0.004 -2.1% 0.000
Volume 15,152 29,578 14,426 95.2% 111,753
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.081 5.035 4.802
R3 4.951 4.905 4.766
R2 4.821 4.821 4.754
R1 4.775 4.775 4.742 4.798
PP 4.691 4.691 4.691 4.702
S1 4.645 4.645 4.718 4.668
S2 4.561 4.561 4.706
S3 4.431 4.515 4.694
S4 4.301 4.385 4.659
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 4.606 0.422 8.9% 0.148 3.1% 29% False True 19,413
10 5.310 4.606 0.704 14.9% 0.177 3.8% 18% False True 22,148
20 5.345 4.592 0.753 15.9% 0.191 4.0% 18% False False 27,791
40 5.345 4.115 1.230 26.0% 0.175 3.7% 50% False False 23,523
60 5.345 4.115 1.230 26.0% 0.169 3.6% 50% False False 20,102
80 5.345 4.115 1.230 26.0% 0.161 3.4% 50% False False 18,264
100 6.000 4.115 1.885 39.9% 0.154 3.3% 33% False False 16,507
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 0.041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.289
2.618 5.076
1.618 4.946
1.000 4.866
0.618 4.816
HIGH 4.736
0.618 4.686
0.500 4.671
0.382 4.656
LOW 4.606
0.618 4.526
1.000 4.476
1.618 4.396
2.618 4.266
4.250 4.054
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 4.710 4.796
PP 4.691 4.774
S1 4.671 4.752

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

View Archives - Comment on this page... - Back to Index of Symbols