NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 4.685 4.719 0.034 0.7% 5.195
High 4.736 5.004 0.268 5.7% 5.310
Low 4.606 4.653 0.047 1.0% 4.847
Close 4.730 4.939 0.209 4.4% 5.013
Range 0.130 0.351 0.221 170.0% 0.463
ATR 0.182 0.194 0.012 6.7% 0.000
Volume 29,578 34,141 4,563 15.4% 111,753
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.918 5.780 5.132
R3 5.567 5.429 5.036
R2 5.216 5.216 5.003
R1 5.078 5.078 4.971 5.147
PP 4.865 4.865 4.865 4.900
S1 4.727 4.727 4.907 4.796
S2 4.514 4.514 4.875
S3 4.163 4.376 4.842
S4 3.812 4.025 4.746
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 8.5% 0.191 3.9% 79% False False 21,439
10 5.310 4.606 0.704 14.3% 0.195 4.0% 47% False False 23,179
20 5.345 4.606 0.739 15.0% 0.195 4.0% 45% False False 28,068
40 5.345 4.115 1.230 24.9% 0.181 3.7% 67% False False 24,090
60 5.345 4.115 1.230 24.9% 0.172 3.5% 67% False False 20,389
80 5.345 4.115 1.230 24.9% 0.164 3.3% 67% False False 18,571
100 5.885 4.115 1.770 35.8% 0.156 3.2% 47% False False 16,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 6.496
2.618 5.923
1.618 5.572
1.000 5.355
0.618 5.221
HIGH 5.004
0.618 4.870
0.500 4.829
0.382 4.787
LOW 4.653
0.618 4.436
1.000 4.302
1.618 4.085
2.618 3.734
4.250 3.161
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 4.902 4.894
PP 4.865 4.850
S1 4.829 4.805

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

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