NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 5.500 5.364 -0.136 -2.5% 5.381
High 5.510 5.510 0.000 0.0% 5.534
Low 5.360 5.353 -0.007 -0.1% 5.276
Close 5.500 5.364 -0.136 -2.5% 5.364
Range 0.150 0.157 0.007 4.7% 0.258
ATR 0.153 0.153 0.000 0.2% 0.000
Volume 7,829 5,894 -1,935 -24.7% 46,643
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.880 5.779 5.450
R3 5.723 5.622 5.407
R2 5.566 5.566 5.393
R1 5.465 5.465 5.378 5.443
PP 5.409 5.409 5.409 5.398
S1 5.308 5.308 5.350 5.286
S2 5.252 5.252 5.335
S3 5.095 5.151 5.321
S4 4.938 4.994 5.278
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.165 6.023 5.506
R3 5.907 5.765 5.435
R2 5.649 5.649 5.411
R1 5.507 5.507 5.388 5.449
PP 5.391 5.391 5.391 5.363
S1 5.249 5.249 5.340 5.191
S2 5.133 5.133 5.317
S3 4.875 4.991 5.293
S4 4.617 4.733 5.222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.534 5.276 0.258 4.8% 0.140 2.6% 34% False False 9,328
10 5.534 5.120 0.414 7.7% 0.146 2.7% 59% False False 10,295
20 5.534 4.647 0.887 16.5% 0.149 2.8% 81% False False 7,866
40 5.534 4.647 0.887 16.5% 0.138 2.6% 81% False False 6,320
60 5.534 4.647 0.887 16.5% 0.141 2.6% 81% False False 5,080
80 5.619 4.647 0.972 18.1% 0.128 2.4% 74% False False 4,291
100 6.280 4.647 1.633 30.4% 0.128 2.4% 44% False False 3,684
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 0.027
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.177
2.618 5.921
1.618 5.764
1.000 5.667
0.618 5.607
HIGH 5.510
0.618 5.450
0.500 5.432
0.382 5.413
LOW 5.353
0.618 5.256
1.000 5.196
1.618 5.099
2.618 4.942
4.250 4.686
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 5.432 5.432
PP 5.409 5.409
S1 5.387 5.387

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

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