NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 5.220 5.180 -0.040 -0.8% 5.232
High 5.254 5.283 0.029 0.6% 5.507
Low 5.139 5.165 0.026 0.5% 5.085
Close 5.180 5.273 0.093 1.8% 5.273
Range 0.115 0.118 0.003 2.6% 0.422
ATR 0.156 0.154 -0.003 -1.7% 0.000
Volume 9,084 6,067 -3,017 -33.2% 33,690
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.594 5.552 5.338
R3 5.476 5.434 5.305
R2 5.358 5.358 5.295
R1 5.316 5.316 5.284 5.337
PP 5.240 5.240 5.240 5.251
S1 5.198 5.198 5.262 5.219
S2 5.122 5.122 5.251
S3 5.004 5.080 5.241
S4 4.886 4.962 5.208
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.554 6.336 5.505
R3 6.132 5.914 5.389
R2 5.710 5.710 5.350
R1 5.492 5.492 5.312 5.601
PP 5.288 5.288 5.288 5.343
S1 5.070 5.070 5.234 5.179
S2 4.866 4.866 5.196
S3 4.444 4.648 5.157
S4 4.022 4.226 5.041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.507 5.085 0.422 8.0% 0.157 3.0% 45% False False 6,738
10 5.534 5.085 0.449 8.5% 0.149 2.8% 42% False False 8,033
20 5.534 4.807 0.727 13.8% 0.158 3.0% 64% False False 8,503
40 5.534 4.647 0.887 16.8% 0.137 2.6% 71% False False 6,858
60 5.534 4.647 0.887 16.8% 0.144 2.7% 71% False False 5,429
80 5.534 4.647 0.887 16.8% 0.132 2.5% 71% False False 4,610
100 6.280 4.647 1.633 31.0% 0.130 2.5% 38% False False 3,948
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.785
2.618 5.592
1.618 5.474
1.000 5.401
0.618 5.356
HIGH 5.283
0.618 5.238
0.500 5.224
0.382 5.210
LOW 5.165
0.618 5.092
1.000 5.047
1.618 4.974
2.618 4.856
4.250 4.664
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 5.257 5.252
PP 5.240 5.232
S1 5.224 5.211

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

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