NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 5.146 5.220 0.074 1.4% 5.381
High 5.226 5.260 0.034 0.7% 5.534
Low 5.085 5.155 0.070 1.4% 5.276
Close 5.146 5.220 0.074 1.4% 5.364
Range 0.141 0.105 -0.036 -25.5% 0.258
ATR 0.163 0.159 -0.003 -2.1% 0.000
Volume 6,239 7,786 1,547 24.8% 46,643
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.527 5.478 5.278
R3 5.422 5.373 5.249
R2 5.317 5.317 5.239
R1 5.268 5.268 5.230 5.273
PP 5.212 5.212 5.212 5.214
S1 5.163 5.163 5.210 5.168
S2 5.107 5.107 5.201
S3 5.002 5.058 5.191
S4 4.897 4.953 5.162
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 5.510 5.085 0.425 8.1% 0.172 3.3% 32% False False 6,452
10 5.534 5.085 0.449 8.6% 0.148 2.8% 30% False False 8,556
20 5.534 4.763 0.771 14.8% 0.160 3.1% 59% False False 8,151
40 5.534 4.647 0.887 17.0% 0.142 2.7% 65% False False 6,585
60 5.534 4.647 0.887 17.0% 0.145 2.8% 65% False False 5,269
80 5.534 4.647 0.887 17.0% 0.131 2.5% 65% False False 4,480
100 6.280 4.647 1.633 31.3% 0.130 2.5% 35% False False 3,827
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.025
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.706
2.618 5.535
1.618 5.430
1.000 5.365
0.618 5.325
HIGH 5.260
0.618 5.220
0.500 5.208
0.382 5.195
LOW 5.155
0.618 5.090
1.000 5.050
1.618 4.985
2.618 4.880
4.250 4.709
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 5.216 5.296
PP 5.212 5.271
S1 5.208 5.245

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

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