NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 4.496 4.456 -0.040 -0.9% 4.860
High 4.568 4.456 -0.112 -2.5% 4.975
Low 4.407 4.383 -0.024 -0.5% 4.450
Close 4.429 4.388 -0.041 -0.9% 4.498
Range 0.161 0.073 -0.088 -54.7% 0.525
ATR 0.185 0.177 -0.008 -4.3% 0.000
Volume 19,568 49,670 30,102 153.8% 141,136
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.628 4.581 4.428
R3 4.555 4.508 4.408
R2 4.482 4.482 4.401
R1 4.435 4.435 4.395 4.422
PP 4.409 4.409 4.409 4.403
S1 4.362 4.362 4.381 4.349
S2 4.336 4.336 4.375
S3 4.263 4.289 4.368
S4 4.190 4.216 4.348
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 4.715 4.383 0.332 7.6% 0.133 3.0% 2% False True 36,533
10 5.004 4.383 0.621 14.2% 0.180 4.1% 1% False True 34,534
20 5.345 4.383 0.962 21.9% 0.183 4.2% 1% False True 28,525
40 5.345 4.115 1.230 28.0% 0.185 4.2% 22% False False 27,010
60 5.345 4.115 1.230 28.0% 0.172 3.9% 22% False False 23,266
80 5.345 4.115 1.230 28.0% 0.169 3.8% 22% False False 21,010
100 5.370 4.115 1.255 28.6% 0.158 3.6% 22% False False 18,834
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 0.049
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 4.766
2.618 4.647
1.618 4.574
1.000 4.529
0.618 4.501
HIGH 4.456
0.618 4.428
0.500 4.420
0.382 4.411
LOW 4.383
0.618 4.338
1.000 4.310
1.618 4.265
2.618 4.192
4.250 4.073
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 4.420 4.476
PP 4.409 4.446
S1 4.399 4.417

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

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