NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 4.512 4.530 0.018 0.4% 4.860
High 4.551 4.534 -0.017 -0.4% 4.975
Low 4.450 4.447 -0.003 -0.1% 4.450
Close 4.498 4.479 -0.019 -0.4% 4.498
Range 0.101 0.087 -0.014 -13.9% 0.525
ATR 0.194 0.186 -0.008 -3.9% 0.000
Volume 39,799 31,637 -8,162 -20.5% 141,136
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.748 4.700 4.527
R3 4.661 4.613 4.503
R2 4.574 4.574 4.495
R1 4.526 4.526 4.487 4.507
PP 4.487 4.487 4.487 4.477
S1 4.439 4.439 4.471 4.420
S2 4.400 4.400 4.463
S3 4.313 4.352 4.455
S4 4.226 4.265 4.431
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 4.447 0.528 11.8% 0.171 3.8% 6% False True 34,554
10 5.004 4.447 0.557 12.4% 0.192 4.3% 6% False True 30,430
20 5.345 4.447 0.898 20.0% 0.187 4.2% 4% False True 27,517
40 5.345 4.115 1.230 27.5% 0.185 4.1% 30% False False 26,655
60 5.345 4.115 1.230 27.5% 0.173 3.9% 30% False False 22,552
80 5.345 4.115 1.230 27.5% 0.170 3.8% 30% False False 20,491
100 5.701 4.115 1.586 35.4% 0.159 3.5% 23% False False 18,328
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 4.904
2.618 4.762
1.618 4.675
1.000 4.621
0.618 4.588
HIGH 4.534
0.618 4.501
0.500 4.491
0.382 4.480
LOW 4.447
0.618 4.393
1.000 4.360
1.618 4.306
2.618 4.219
4.250 4.077
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 4.491 4.581
PP 4.487 4.547
S1 4.483 4.513

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

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