NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 5.603 5.485 -0.118 -2.1% 5.631
High 5.747 5.732 -0.015 -0.3% 5.762
Low 5.595 5.450 -0.145 -2.6% 5.545
Close 5.603 5.485 -0.118 -2.1% 5.603
Range 0.152 0.282 0.130 85.5% 0.217
ATR 0.139 0.150 0.010 7.3% 0.000
Volume 5,868 5,787 -81 -1.4% 34,471
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.402 6.225 5.640
R3 6.120 5.943 5.563
R2 5.838 5.838 5.537
R1 5.661 5.661 5.511 5.626
PP 5.556 5.556 5.556 5.538
S1 5.379 5.379 5.459 5.344
S2 5.274 5.274 5.433
S3 4.992 5.097 5.407
S4 4.710 4.815 5.330
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 5.450 0.312 5.7% 0.165 3.0% 11% False True 7,001
10 5.762 5.400 0.362 6.6% 0.143 2.6% 23% False False 6,973
20 5.762 5.026 0.736 13.4% 0.145 2.6% 62% False False 6,790
40 5.762 5.026 0.736 13.4% 0.135 2.5% 62% False False 6,034
60 5.762 5.026 0.736 13.4% 0.141 2.6% 62% False False 5,231
80 5.953 5.026 0.927 16.9% 0.131 2.4% 50% False False 4,534
100 6.573 5.026 1.547 28.2% 0.130 2.4% 30% False False 4,013
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 6.931
2.618 6.470
1.618 6.188
1.000 6.014
0.618 5.906
HIGH 5.732
0.618 5.624
0.500 5.591
0.382 5.558
LOW 5.450
0.618 5.276
1.000 5.168
1.618 4.994
2.618 4.712
4.250 4.252
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 5.591 5.599
PP 5.556 5.561
S1 5.520 5.523

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

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