NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 4.849 4.799 -0.050 -1.0% 4.825
High 4.849 4.867 0.018 0.4% 4.940
Low 4.760 4.746 -0.014 -0.3% 4.641
Close 4.803 4.852 0.049 1.0% 4.830
Range 0.089 0.121 0.032 36.0% 0.299
ATR 0.155 0.153 -0.002 -1.6% 0.000
Volume 11,954 14,036 2,082 17.4% 89,891
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.185 5.139 4.919
R3 5.064 5.018 4.885
R2 4.943 4.943 4.874
R1 4.897 4.897 4.863 4.920
PP 4.822 4.822 4.822 4.833
S1 4.776 4.776 4.841 4.799
S2 4.701 4.701 4.830
S3 4.580 4.655 4.819
S4 4.459 4.534 4.785
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.701 5.564 4.994
R3 5.402 5.265 4.912
R2 5.103 5.103 4.885
R1 4.966 4.966 4.857 5.035
PP 4.804 4.804 4.804 4.838
S1 4.667 4.667 4.803 4.736
S2 4.505 4.505 4.775
S3 4.206 4.368 4.748
S4 3.907 4.069 4.666
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.940 4.641 0.299 6.2% 0.143 2.9% 71% False False 16,932
10 5.121 4.641 0.480 9.9% 0.140 2.9% 44% False False 17,600
20 5.283 4.641 0.642 13.2% 0.149 3.1% 33% False False 13,620
40 5.534 4.641 0.893 18.4% 0.153 3.2% 24% False False 10,722
60 5.534 4.641 0.893 18.4% 0.143 2.9% 24% False False 8,780
80 5.534 4.641 0.893 18.4% 0.145 3.0% 24% False False 7,245
100 5.619 4.641 0.978 20.2% 0.135 2.8% 22% False False 6,190
120 6.280 4.641 1.639 33.8% 0.133 2.7% 13% False False 5,366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.381
2.618 5.184
1.618 5.063
1.000 4.988
0.618 4.942
HIGH 4.867
0.618 4.821
0.500 4.807
0.382 4.792
LOW 4.746
0.618 4.671
1.000 4.625
1.618 4.550
2.618 4.429
4.250 4.232
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 4.837 4.849
PP 4.822 4.846
S1 4.807 4.843

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

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