NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 5.699 5.603 -0.096 -1.7% 5.631
High 5.740 5.747 0.007 0.1% 5.762
Low 5.617 5.595 -0.022 -0.4% 5.545
Close 5.727 5.603 -0.124 -2.2% 5.603
Range 0.123 0.152 0.029 23.6% 0.217
ATR 0.138 0.139 0.001 0.7% 0.000
Volume 5,994 5,868 -126 -2.1% 34,471
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.104 6.006 5.687
R3 5.952 5.854 5.645
R2 5.800 5.800 5.631
R1 5.702 5.702 5.617 5.679
PP 5.648 5.648 5.648 5.637
S1 5.550 5.550 5.589 5.527
S2 5.496 5.496 5.575
S3 5.344 5.398 5.561
S4 5.192 5.246 5.519
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.288 6.162 5.722
R3 6.071 5.945 5.663
R2 5.854 5.854 5.643
R1 5.728 5.728 5.623 5.683
PP 5.637 5.637 5.637 5.614
S1 5.511 5.511 5.583 5.466
S2 5.420 5.420 5.563
S3 5.203 5.294 5.543
S4 4.986 5.077 5.484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.762 5.545 0.217 3.9% 0.128 2.3% 27% False False 6,894
10 5.762 5.400 0.362 6.5% 0.133 2.4% 56% False False 7,647
20 5.762 5.026 0.736 13.1% 0.137 2.4% 78% False False 6,724
40 5.762 5.026 0.736 13.1% 0.133 2.4% 78% False False 5,977
60 5.762 5.026 0.736 13.1% 0.138 2.5% 78% False False 5,170
80 5.953 5.026 0.927 16.5% 0.128 2.3% 62% False False 4,473
100 6.573 5.026 1.547 27.6% 0.129 2.3% 37% False False 3,971
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 False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.393
2.618 6.145
1.618 5.993
1.000 5.899
0.618 5.841
HIGH 5.747
0.618 5.689
0.500 5.671
0.382 5.653
LOW 5.595
0.618 5.501
1.000 5.443
1.618 5.349
2.618 5.197
4.250 4.949
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 5.671 5.679
PP 5.648 5.653
S1 5.626 5.628

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

View Archives - Comment on this page... - Back to Index of Symbols