NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 4.400 4.575 0.175 4.0% 4.530
High 4.680 4.717 0.037 0.8% 4.717
Low 4.358 4.529 0.171 3.9% 4.358
Close 4.650 4.575 -0.075 -1.6% 4.575
Range 0.322 0.188 -0.134 -41.6% 0.359
ATR 0.187 0.187 0.000 0.0% 0.000
Volume 27,872 49,525 21,653 77.7% 178,272
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.171 5.061 4.678
R3 4.983 4.873 4.627
R2 4.795 4.795 4.609
R1 4.685 4.685 4.592 4.669
PP 4.607 4.607 4.607 4.599
S1 4.497 4.497 4.558 4.481
S2 4.419 4.419 4.541
S3 4.231 4.309 4.523
S4 4.043 4.121 4.472
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.627 5.460 4.772
R3 5.268 5.101 4.674
R2 4.909 4.909 4.641
R1 4.742 4.742 4.608 4.826
PP 4.550 4.550 4.550 4.592
S1 4.383 4.383 4.542 4.467
S2 4.191 4.191 4.509
S3 3.832 4.024 4.476
S4 3.473 3.665 4.378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.717 4.358 0.359 7.8% 0.166 3.6% 60% True False 35,654
10 4.975 4.358 0.617 13.5% 0.182 4.0% 35% False False 35,902
20 5.310 4.358 0.952 20.8% 0.189 4.1% 23% False False 29,540
40 5.345 4.115 1.230 26.9% 0.189 4.1% 37% False False 27,626
60 5.345 4.115 1.230 26.9% 0.177 3.9% 37% False False 24,259
80 5.345 4.115 1.230 26.9% 0.173 3.8% 37% False False 21,687
100 5.345 4.115 1.230 26.9% 0.161 3.5% 37% False False 19,391
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.516
2.618 5.209
1.618 5.021
1.000 4.905
0.618 4.833
HIGH 4.717
0.618 4.645
0.500 4.623
0.382 4.601
LOW 4.529
0.618 4.413
1.000 4.341
1.618 4.225
2.618 4.037
4.250 3.730
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 4.623 4.563
PP 4.607 4.550
S1 4.591 4.538

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

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