NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 4.655 4.693 0.038 0.8% 4.586
High 4.705 4.880 0.175 3.7% 4.750
Low 4.614 4.679 0.065 1.4% 4.504
Close 4.679 4.743 0.064 1.4% 4.600
Range 0.091 0.201 0.110 120.9% 0.246
ATR 0.162 0.165 0.003 1.7% 0.000
Volume 20,802 28,718 7,916 38.1% 154,362
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.370 5.258 4.854
R3 5.169 5.057 4.798
R2 4.968 4.968 4.780
R1 4.856 4.856 4.761 4.912
PP 4.767 4.767 4.767 4.796
S1 4.655 4.655 4.725 4.711
S2 4.566 4.566 4.706
S3 4.365 4.454 4.688
S4 4.164 4.253 4.632
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 4.880 4.536 0.344 7.3% 0.141 3.0% 60% True False 27,165
10 4.880 4.358 0.522 11.0% 0.159 3.3% 74% True False 29,947
20 5.004 4.358 0.646 13.6% 0.169 3.6% 60% False False 32,240
40 5.345 4.358 0.987 20.8% 0.181 3.8% 39% False False 29,743
60 5.345 4.115 1.230 25.9% 0.172 3.6% 51% False False 26,124
80 5.345 4.115 1.230 25.9% 0.170 3.6% 51% False False 22,967
100 5.345 4.115 1.230 25.9% 0.162 3.4% 51% False False 20,856
120 6.000 4.115 1.885 39.7% 0.157 3.3% 33% False False 18,966
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.734
2.618 5.406
1.618 5.205
1.000 5.081
0.618 5.004
HIGH 4.880
0.618 4.803
0.500 4.780
0.382 4.756
LOW 4.679
0.618 4.555
1.000 4.478
1.618 4.354
2.618 4.153
4.250 3.825
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 4.780 4.731
PP 4.767 4.720
S1 4.755 4.708

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

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