NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 4.575 4.655 0.080 1.7% 4.586
High 4.639 4.705 0.066 1.4% 4.750
Low 4.536 4.614 0.078 1.7% 4.504
Close 4.620 4.679 0.059 1.3% 4.600
Range 0.103 0.091 -0.012 -11.7% 0.246
ATR 0.167 0.162 -0.005 -3.3% 0.000
Volume 18,193 20,802 2,609 14.3% 154,362
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.939 4.900 4.729
R3 4.848 4.809 4.704
R2 4.757 4.757 4.696
R1 4.718 4.718 4.687 4.738
PP 4.666 4.666 4.666 4.676
S1 4.627 4.627 4.671 4.647
S2 4.575 4.575 4.662
S3 4.484 4.536 4.654
S4 4.393 4.445 4.629
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.356 5.224 4.735
R3 5.110 4.978 4.668
R2 4.864 4.864 4.645
R1 4.732 4.732 4.623 4.798
PP 4.618 4.618 4.618 4.651
S1 4.486 4.486 4.577 4.552
S2 4.372 4.372 4.555
S3 4.126 4.240 4.532
S4 3.880 3.994 4.465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.750 4.526 0.224 4.8% 0.131 2.8% 68% False False 28,003
10 4.750 4.358 0.392 8.4% 0.146 3.1% 82% False False 32,042
20 5.004 4.358 0.646 13.8% 0.170 3.6% 50% False False 31,562
40 5.345 4.358 0.987 21.1% 0.181 3.9% 33% False False 29,548
60 5.345 4.115 1.230 26.3% 0.170 3.6% 46% False False 25,883
80 5.345 4.115 1.230 26.3% 0.171 3.6% 46% False False 22,915
100 5.345 4.115 1.230 26.3% 0.161 3.4% 46% False False 20,695
120 6.000 4.115 1.885 40.3% 0.157 3.4% 30% False False 18,794
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.092
2.618 4.943
1.618 4.852
1.000 4.796
0.618 4.761
HIGH 4.705
0.618 4.670
0.500 4.660
0.382 4.649
LOW 4.614
0.618 4.558
1.000 4.523
1.618 4.467
2.618 4.376
4.250 4.227
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 4.673 4.660
PP 4.666 4.640
S1 4.660 4.621

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

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