NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 4.530 4.496 -0.034 -0.8% 4.860
High 4.534 4.568 0.034 0.7% 4.975
Low 4.447 4.407 -0.040 -0.9% 4.450
Close 4.479 4.429 -0.050 -1.1% 4.498
Range 0.087 0.161 0.074 85.1% 0.525
ATR 0.186 0.185 -0.002 -1.0% 0.000
Volume 31,637 19,568 -12,069 -38.1% 141,136
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.951 4.851 4.518
R3 4.790 4.690 4.473
R2 4.629 4.629 4.459
R1 4.529 4.529 4.444 4.499
PP 4.468 4.468 4.468 4.453
S1 4.368 4.368 4.414 4.338
S2 4.307 4.307 4.399
S3 4.146 4.207 4.385
S4 3.985 4.046 4.340
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 4.863 4.407 0.456 10.3% 0.158 3.6% 5% False True 33,127
10 5.004 4.407 0.597 13.5% 0.194 4.4% 4% False True 31,082
20 5.345 4.407 0.938 21.2% 0.187 4.2% 2% False True 27,476
40 5.345 4.115 1.230 27.8% 0.186 4.2% 26% False False 26,403
60 5.345 4.115 1.230 27.8% 0.173 3.9% 26% False False 22,614
80 5.345 4.115 1.230 27.8% 0.169 3.8% 26% False False 20,688
100 5.520 4.115 1.405 31.7% 0.159 3.6% 22% False False 18,438
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.252
2.618 4.989
1.618 4.828
1.000 4.729
0.618 4.667
HIGH 4.568
0.618 4.506
0.500 4.488
0.382 4.469
LOW 4.407
0.618 4.308
1.000 4.246
1.618 4.147
2.618 3.986
4.250 3.723
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 4.488 4.488
PP 4.468 4.468
S1 4.449 4.449

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

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