NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 5.210 5.091 -0.119 -2.3% 5.232
High 5.245 5.091 -0.154 -2.9% 5.507
Low 5.120 4.933 -0.187 -3.7% 5.085
Close 5.129 4.944 -0.185 -3.6% 5.273
Range 0.125 0.158 0.033 26.4% 0.422
ATR 0.154 0.157 0.003 2.0% 0.000
Volume 4,567 6,042 1,475 32.3% 33,690
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.463 5.362 5.031
R3 5.305 5.204 4.987
R2 5.147 5.147 4.973
R1 5.046 5.046 4.958 5.018
PP 4.989 4.989 4.989 4.975
S1 4.888 4.888 4.930 4.860
S2 4.831 4.831 4.915
S3 4.673 4.730 4.901
S4 4.515 4.572 4.857
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 4.933 0.350 7.1% 0.124 2.5% 3% False True 6,709
10 5.511 4.933 0.578 11.7% 0.153 3.1% 2% False True 7,043
20 5.534 4.818 0.716 14.5% 0.158 3.2% 18% False False 8,433
40 5.534 4.647 0.887 17.9% 0.138 2.8% 33% False False 6,880
60 5.534 4.647 0.887 17.9% 0.141 2.8% 33% False False 5,466
80 5.534 4.647 0.887 17.9% 0.133 2.7% 33% False False 4,684
100 6.280 4.647 1.633 33.0% 0.130 2.6% 18% False False 4,033
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.763
2.618 5.505
1.618 5.347
1.000 5.249
0.618 5.189
HIGH 5.091
0.618 5.031
0.500 5.012
0.382 4.993
LOW 4.933
0.618 4.835
1.000 4.775
1.618 4.677
2.618 4.519
4.250 4.262
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 5.012 5.108
PP 4.989 5.053
S1 4.967 4.999

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

View Archives - Comment on this page... - Back to Index of Symbols