NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 4.840 4.831 -0.009 -0.2% 4.849
High 4.905 4.863 -0.042 -0.9% 4.921
Low 4.806 4.780 -0.026 -0.5% 4.746
Close 4.840 4.853 0.013 0.3% 4.840
Range 0.099 0.083 -0.016 -16.2% 0.175
ATR 0.145 0.140 -0.004 -3.0% 0.000
Volume 14,924 9,718 -5,206 -34.9% 71,495
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.081 5.050 4.899
R3 4.998 4.967 4.876
R2 4.915 4.915 4.868
R1 4.884 4.884 4.861 4.900
PP 4.832 4.832 4.832 4.840
S1 4.801 4.801 4.845 4.817
S2 4.749 4.749 4.838
S3 4.666 4.718 4.830
S4 4.583 4.635 4.807
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.361 5.275 4.936
R3 5.186 5.100 4.888
R2 5.011 5.011 4.872
R1 4.925 4.925 4.856 4.881
PP 4.836 4.836 4.836 4.813
S1 4.750 4.750 4.824 4.706
S2 4.661 4.661 4.808
S3 4.486 4.575 4.792
S4 4.311 4.400 4.744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.921 4.746 0.175 3.6% 0.107 2.2% 61% False False 13,851
10 4.940 4.641 0.299 6.2% 0.128 2.6% 71% False False 15,168
20 5.245 4.641 0.604 12.4% 0.145 3.0% 35% False False 14,922
40 5.534 4.641 0.893 18.4% 0.152 3.1% 24% False False 11,713
60 5.534 4.641 0.893 18.4% 0.140 2.9% 24% False False 9,546
80 5.534 4.641 0.893 18.4% 0.144 3.0% 24% False False 7,802
100 5.534 4.641 0.893 18.4% 0.135 2.8% 24% False False 6,673
120 6.280 4.641 1.639 33.8% 0.133 2.7% 13% False False 5,777
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.216
2.618 5.080
1.618 4.997
1.000 4.946
0.618 4.914
HIGH 4.863
0.618 4.831
0.500 4.822
0.382 4.812
LOW 4.780
0.618 4.729
1.000 4.697
1.618 4.646
2.618 4.563
4.250 4.427
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 4.843 4.852
PP 4.832 4.851
S1 4.822 4.851

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

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