NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 4.718 4.847 0.129 2.7% 4.575
High 4.892 4.948 0.056 1.1% 4.948
Low 4.716 4.806 0.090 1.9% 4.536
Close 4.848 4.933 0.085 1.8% 4.933
Range 0.176 0.142 -0.034 -19.3% 0.412
ATR 0.166 0.164 -0.002 -1.0% 0.000
Volume 63,599 65,344 1,745 2.7% 196,656
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.322 5.269 5.011
R3 5.180 5.127 4.972
R2 5.038 5.038 4.959
R1 4.985 4.985 4.946 5.012
PP 4.896 4.896 4.896 4.909
S1 4.843 4.843 4.920 4.870
S2 4.754 4.754 4.907
S3 4.612 4.701 4.894
S4 4.470 4.559 4.855
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.042 5.899 5.160
R3 5.630 5.487 5.046
R2 5.218 5.218 5.009
R1 5.075 5.075 4.971 5.147
PP 4.806 4.806 4.806 4.841
S1 4.663 4.663 4.895 4.735
S2 4.394 4.394 4.857
S3 3.982 4.251 4.820
S4 3.570 3.839 4.706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.948 4.536 0.412 8.4% 0.143 2.9% 96% True False 39,331
10 4.948 4.504 0.444 9.0% 0.139 2.8% 97% True False 35,101
20 4.975 4.358 0.617 12.5% 0.161 3.3% 93% False False 35,501
40 5.345 4.358 0.987 20.0% 0.178 3.6% 58% False False 31,785
60 5.345 4.115 1.230 24.9% 0.174 3.5% 67% False False 27,894
80 5.345 4.115 1.230 24.9% 0.169 3.4% 67% False False 24,167
100 5.345 4.115 1.230 24.9% 0.163 3.3% 67% False False 21,957
120 5.885 4.115 1.770 35.9% 0.157 3.2% 46% False False 19,859
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 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.552
2.618 5.320
1.618 5.178
1.000 5.090
0.618 5.036
HIGH 4.948
0.618 4.894
0.500 4.877
0.382 4.860
LOW 4.806
0.618 4.718
1.000 4.664
1.618 4.576
2.618 4.434
4.250 4.203
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 4.914 4.893
PP 4.896 4.853
S1 4.877 4.814

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

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