NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 5.370 5.500 0.130 2.4% 5.214
High 5.511 5.510 -0.001 0.0% 5.381
Low 5.356 5.360 0.004 0.1% 5.120
Close 5.370 5.500 0.130 2.4% 5.228
Range 0.155 0.150 -0.005 -3.2% 0.261
ATR 0.153 0.153 0.000 -0.1% 0.000
Volume 12,410 7,829 -4,581 -36.9% 56,313
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.907 5.853 5.583
R3 5.757 5.703 5.541
R2 5.607 5.607 5.528
R1 5.553 5.553 5.514 5.575
PP 5.457 5.457 5.457 5.468
S1 5.403 5.403 5.486 5.425
S2 5.307 5.307 5.473
S3 5.157 5.253 5.459
S4 5.007 5.103 5.418
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.026 5.888 5.372
R3 5.765 5.627 5.300
R2 5.504 5.504 5.276
R1 5.366 5.366 5.252 5.435
PP 5.243 5.243 5.243 5.278
S1 5.105 5.105 5.204 5.174
S2 4.982 4.982 5.180
S3 4.721 4.844 5.156
S4 4.460 4.583 5.084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.534 5.164 0.370 6.7% 0.124 2.2% 91% False False 10,167
10 5.534 5.075 0.459 8.3% 0.155 2.8% 93% False False 10,840
20 5.534 4.647 0.887 16.1% 0.147 2.7% 96% False False 7,866
40 5.534 4.647 0.887 16.1% 0.138 2.5% 96% False False 6,223
60 5.534 4.647 0.887 16.1% 0.139 2.5% 96% False False 5,024
80 5.631 4.647 0.984 17.9% 0.128 2.3% 87% False False 4,232
100 6.280 4.647 1.633 29.7% 0.127 2.3% 52% False False 3,634
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.148
2.618 5.903
1.618 5.753
1.000 5.660
0.618 5.603
HIGH 5.510
0.618 5.453
0.500 5.435
0.382 5.417
LOW 5.360
0.618 5.267
1.000 5.210
1.618 5.117
2.618 4.967
4.250 4.723
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 5.478 5.482
PP 5.457 5.463
S1 5.435 5.445

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

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