NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 5.422 5.491 0.069 1.3% 5.631
High 5.532 5.542 0.010 0.2% 5.762
Low 5.422 5.440 0.018 0.3% 5.545
Close 5.514 5.479 -0.035 -0.6% 5.603
Range 0.110 0.102 -0.008 -7.3% 0.217
ATR 0.147 0.144 -0.003 -2.2% 0.000
Volume 8,130 7,588 -542 -6.7% 34,471
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.793 5.738 5.535
R3 5.691 5.636 5.507
R2 5.589 5.589 5.498
R1 5.534 5.534 5.488 5.511
PP 5.487 5.487 5.487 5.475
S1 5.432 5.432 5.470 5.409
S2 5.385 5.385 5.460
S3 5.283 5.330 5.451
S4 5.181 5.228 5.423
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% 0.161 2.9% 31% False False 6,818
10 5.762 5.361 0.401 7.3% 0.136 2.5% 29% False False 6,977
20 5.762 5.128 0.634 11.6% 0.147 2.7% 55% False False 7,437
40 5.762 5.026 0.736 13.4% 0.137 2.5% 62% False False 6,352
60 5.762 5.026 0.736 13.4% 0.141 2.6% 62% False False 5,444
80 5.846 5.026 0.820 15.0% 0.132 2.4% 55% False False 4,738
100 6.573 5.026 1.547 28.2% 0.130 2.4% 29% False False 4,165
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.976
2.618 5.809
1.618 5.707
1.000 5.644
0.618 5.605
HIGH 5.542
0.618 5.503
0.500 5.491
0.382 5.479
LOW 5.440
0.618 5.377
1.000 5.338
1.618 5.275
2.618 5.173
4.250 5.007
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 5.491 5.470
PP 5.487 5.461
S1 5.483 5.452

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

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