NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 4.831 4.890 0.059 1.2% 4.849
High 4.863 4.920 0.057 1.2% 4.921
Low 4.780 4.843 0.063 1.3% 4.746
Close 4.853 4.895 0.042 0.9% 4.840
Range 0.083 0.077 -0.006 -7.2% 0.175
ATR 0.140 0.136 -0.005 -3.2% 0.000
Volume 9,718 12,815 3,097 31.9% 71,495
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.117 5.083 4.937
R3 5.040 5.006 4.916
R2 4.963 4.963 4.909
R1 4.929 4.929 4.902 4.946
PP 4.886 4.886 4.886 4.895
S1 4.852 4.852 4.888 4.869
S2 4.809 4.809 4.881
S3 4.732 4.775 4.874
S4 4.655 4.698 4.853
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 4.780 0.141 2.9% 0.098 2.0% 82% False False 13,607
10 4.940 4.641 0.299 6.1% 0.120 2.5% 85% False False 15,270
20 5.208 4.641 0.567 11.6% 0.143 2.9% 45% False False 15,335
40 5.534 4.641 0.893 18.2% 0.151 3.1% 28% False False 11,898
60 5.534 4.641 0.893 18.2% 0.139 2.8% 28% False False 9,655
80 5.534 4.641 0.893 18.2% 0.142 2.9% 28% False False 7,916
100 5.534 4.641 0.893 18.2% 0.134 2.7% 28% False False 6,778
120 6.280 4.641 1.639 33.5% 0.132 2.7% 15% False False 5,876
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.247
2.618 5.122
1.618 5.045
1.000 4.997
0.618 4.968
HIGH 4.920
0.618 4.891
0.500 4.882
0.382 4.872
LOW 4.843
0.618 4.795
1.000 4.766
1.618 4.718
2.618 4.641
4.250 4.516
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 4.891 4.880
PP 4.886 4.865
S1 4.882 4.850

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

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