NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 5.180 5.210 0.030 0.6% 5.232
High 5.283 5.245 -0.038 -0.7% 5.507
Low 5.165 5.120 -0.045 -0.9% 5.085
Close 5.273 5.129 -0.144 -2.7% 5.273
Range 0.118 0.125 0.007 5.9% 0.422
ATR 0.154 0.154 0.000 0.0% 0.000
Volume 6,067 4,567 -1,500 -24.7% 33,690
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.540 5.459 5.198
R3 5.415 5.334 5.163
R2 5.290 5.290 5.152
R1 5.209 5.209 5.140 5.187
PP 5.165 5.165 5.165 5.154
S1 5.084 5.084 5.118 5.062
S2 5.040 5.040 5.106
S3 4.915 4.959 5.095
S4 4.790 4.834 5.060
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 5.283 5.085 0.198 3.9% 0.121 2.4% 22% False False 6,748
10 5.534 5.085 0.449 8.8% 0.149 2.9% 10% False False 7,805
20 5.534 4.807 0.727 14.2% 0.159 3.1% 44% False False 8,462
40 5.534 4.647 0.887 17.3% 0.137 2.7% 54% False False 6,815
60 5.534 4.647 0.887 17.3% 0.142 2.8% 54% False False 5,443
80 5.534 4.647 0.887 17.3% 0.132 2.6% 54% False False 4,639
100 6.280 4.647 1.633 31.8% 0.130 2.5% 30% False False 3,984
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.776
2.618 5.572
1.618 5.447
1.000 5.370
0.618 5.322
HIGH 5.245
0.618 5.197
0.500 5.183
0.382 5.168
LOW 5.120
0.618 5.043
1.000 4.995
1.618 4.918
2.618 4.793
4.250 4.589
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 5.183 5.202
PP 5.165 5.177
S1 5.147 5.153

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

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