NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 4.888 5.010 0.122 2.5% 4.831
High 5.040 5.081 0.041 0.8% 5.081
Low 4.888 4.973 0.085 1.7% 4.780
Close 5.009 5.072 0.063 1.3% 5.072
Range 0.152 0.108 -0.044 -28.9% 0.301
ATR 0.140 0.137 -0.002 -1.6% 0.000
Volume 32,462 31,713 -749 -2.3% 102,037
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.366 5.327 5.131
R3 5.258 5.219 5.102
R2 5.150 5.150 5.092
R1 5.111 5.111 5.082 5.131
PP 5.042 5.042 5.042 5.052
S1 5.003 5.003 5.062 5.023
S2 4.934 4.934 5.052
S3 4.826 4.895 5.042
S4 4.718 4.787 5.013
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.881 5.777 5.238
R3 5.580 5.476 5.155
R2 5.279 5.279 5.127
R1 5.175 5.175 5.100 5.227
PP 4.978 4.978 4.978 5.004
S1 4.874 4.874 5.044 4.926
S2 4.677 4.677 5.017
S3 4.376 4.573 4.989
S4 4.075 4.272 4.906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.081 4.780 0.301 5.9% 0.119 2.4% 97% True False 20,407
10 5.081 4.746 0.335 6.6% 0.114 2.2% 97% True False 17,353
20 5.208 4.641 0.567 11.2% 0.136 2.7% 76% False False 17,736
40 5.534 4.641 0.893 17.6% 0.148 2.9% 48% False False 13,469
60 5.534 4.641 0.893 17.6% 0.142 2.8% 48% False False 10,843
80 5.534 4.641 0.893 17.6% 0.141 2.8% 48% False False 8,776
100 5.534 4.641 0.893 17.6% 0.136 2.7% 48% False False 7,512
120 6.170 4.641 1.529 30.1% 0.131 2.6% 28% False False 6,509
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.540
2.618 5.364
1.618 5.256
1.000 5.189
0.618 5.148
HIGH 5.081
0.618 5.040
0.500 5.027
0.382 5.014
LOW 4.973
0.618 4.906
1.000 4.865
1.618 4.798
2.618 4.690
4.250 4.514
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 5.057 5.040
PP 5.042 5.009
S1 5.027 4.977

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

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