NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 4.955 4.925 -0.030 -0.6% 5.232
High 4.982 5.206 0.224 4.5% 5.507
Low 4.864 4.900 0.036 0.7% 5.085
Close 4.980 5.158 0.178 3.6% 5.273
Range 0.118 0.306 0.188 159.3% 0.422
ATR 0.154 0.165 0.011 7.1% 0.000
Volume 11,146 14,281 3,135 28.1% 33,690
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.006 5.888 5.326
R3 5.700 5.582 5.242
R2 5.394 5.394 5.214
R1 5.276 5.276 5.186 5.335
PP 5.088 5.088 5.088 5.118
S1 4.970 4.970 5.130 5.029
S2 4.782 4.782 5.102
S3 4.476 4.664 5.074
S4 4.170 4.358 4.990
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 4.864 0.419 8.1% 0.165 3.2% 70% False False 8,420
10 5.510 4.864 0.646 12.5% 0.165 3.2% 46% False False 7,562
20 5.534 4.864 0.670 13.0% 0.160 3.1% 44% False False 9,201
40 5.534 4.647 0.887 17.2% 0.146 2.8% 58% False False 7,396
60 5.534 4.647 0.887 17.2% 0.142 2.8% 58% False False 5,789
80 5.534 4.647 0.887 17.2% 0.136 2.6% 58% False False 4,956
100 6.170 4.647 1.523 29.5% 0.131 2.5% 34% False False 4,264
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 0.028
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.507
2.618 6.007
1.618 5.701
1.000 5.512
0.618 5.395
HIGH 5.206
0.618 5.089
0.500 5.053
0.382 5.017
LOW 4.900
0.618 4.711
1.000 4.594
1.618 4.405
2.618 4.099
4.250 3.600
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 5.123 5.117
PP 5.088 5.076
S1 5.053 5.035

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

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