NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 4.687 4.512 -0.175 -3.7% 4.860
High 4.715 4.551 -0.164 -3.5% 4.975
Low 4.471 4.450 -0.021 -0.5% 4.450
Close 4.509 4.498 -0.011 -0.2% 4.498
Range 0.244 0.101 -0.143 -58.6% 0.525
ATR 0.201 0.194 -0.007 -3.6% 0.000
Volume 41,993 39,799 -2,194 -5.2% 141,136
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.803 4.751 4.554
R3 4.702 4.650 4.526
R2 4.601 4.601 4.517
R1 4.549 4.549 4.507 4.525
PP 4.500 4.500 4.500 4.487
S1 4.448 4.448 4.489 4.424
S2 4.399 4.399 4.479
S3 4.298 4.347 4.470
S4 4.197 4.246 4.442
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.216 5.882 4.787
R3 5.691 5.357 4.642
R2 5.166 5.166 4.594
R1 4.832 4.832 4.546 4.737
PP 4.641 4.641 4.641 4.593
S1 4.307 4.307 4.450 4.212
S2 4.116 4.116 4.402
S3 3.591 3.782 4.354
S4 3.066 3.257 4.209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.975 4.450 0.525 11.7% 0.199 4.4% 9% False True 36,149
10 5.028 4.450 0.578 12.9% 0.195 4.3% 8% False True 28,794
20 5.345 4.450 0.895 19.9% 0.188 4.2% 5% False True 27,337
40 5.345 4.115 1.230 27.3% 0.187 4.2% 31% False False 26,434
60 5.345 4.115 1.230 27.3% 0.175 3.9% 31% False False 22,281
80 5.345 4.115 1.230 27.3% 0.170 3.8% 31% False False 20,170
100 5.750 4.115 1.635 36.3% 0.159 3.5% 23% False False 18,084
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.045
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 4.980
2.618 4.815
1.618 4.714
1.000 4.652
0.618 4.613
HIGH 4.551
0.618 4.512
0.500 4.501
0.382 4.489
LOW 4.450
0.618 4.388
1.000 4.349
1.618 4.287
2.618 4.186
4.250 4.021
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 4.501 4.657
PP 4.500 4.604
S1 4.499 4.551

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

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