NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 4.456 4.400 -0.056 -1.3% 4.860
High 4.456 4.680 0.224 5.0% 4.975
Low 4.383 4.358 -0.025 -0.6% 4.450
Close 4.388 4.650 0.262 6.0% 4.498
Range 0.073 0.322 0.249 341.1% 0.525
ATR 0.177 0.187 0.010 5.9% 0.000
Volume 49,670 27,872 -21,798 -43.9% 141,136
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.529 5.411 4.827
R3 5.207 5.089 4.739
R2 4.885 4.885 4.709
R1 4.767 4.767 4.680 4.826
PP 4.563 4.563 4.563 4.592
S1 4.445 4.445 4.620 4.504
S2 4.241 4.241 4.591
S3 3.919 4.123 4.561
S4 3.597 3.801 4.473
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 4.680 4.358 0.322 6.9% 0.149 3.2% 91% True True 33,709
10 5.004 4.358 0.646 13.9% 0.199 4.3% 45% False True 34,363
20 5.310 4.358 0.952 20.5% 0.188 4.0% 31% False True 28,256
40 5.345 4.115 1.230 26.5% 0.189 4.1% 43% False False 27,123
60 5.345 4.115 1.230 26.5% 0.176 3.8% 43% False False 23,583
80 5.345 4.115 1.230 26.5% 0.171 3.7% 43% False False 21,213
100 5.345 4.115 1.230 26.5% 0.160 3.4% 43% False False 19,006
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.049
2.618 5.523
1.618 5.201
1.000 5.002
0.618 4.879
HIGH 4.680
0.618 4.557
0.500 4.519
0.382 4.481
LOW 4.358
0.618 4.159
1.000 4.036
1.618 3.837
2.618 3.515
4.250 2.990
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 4.606 4.606
PP 4.563 4.563
S1 4.519 4.519

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

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