NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 5.485 5.422 -0.063 -1.1% 5.631
High 5.519 5.532 0.013 0.2% 5.762
Low 5.361 5.422 0.061 1.1% 5.545
Close 5.422 5.514 0.092 1.7% 5.603
Range 0.158 0.110 -0.048 -30.4% 0.217
ATR 0.150 0.147 -0.003 -1.9% 0.000
Volume 6,720 8,130 1,410 21.0% 34,471
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.819 5.777 5.575
R3 5.709 5.667 5.544
R2 5.599 5.599 5.534
R1 5.557 5.557 5.524 5.578
PP 5.489 5.489 5.489 5.500
S1 5.447 5.447 5.504 5.468
S2 5.379 5.379 5.494
S3 5.269 5.337 5.484
S4 5.159 5.227 5.454
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 5.747 5.361 0.386 7.0% 0.165 3.0% 40% False False 6,499
10 5.762 5.361 0.401 7.3% 0.142 2.6% 38% False False 6,894
20 5.762 5.120 0.642 11.6% 0.149 2.7% 61% False False 7,241
40 5.762 5.026 0.736 13.3% 0.137 2.5% 66% False False 6,242
60 5.762 5.026 0.736 13.3% 0.142 2.6% 66% False False 5,383
80 5.846 5.026 0.820 14.9% 0.131 2.4% 60% False False 4,686
100 6.573 5.026 1.547 28.1% 0.130 2.4% 32% False False 4,114
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.000
2.618 5.820
1.618 5.710
1.000 5.642
0.618 5.600
HIGH 5.532
0.618 5.490
0.500 5.477
0.382 5.464
LOW 5.422
0.618 5.354
1.000 5.312
1.618 5.244
2.618 5.134
4.250 4.955
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 5.502 5.547
PP 5.489 5.536
S1 5.477 5.525

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

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