NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 5.495 5.423 -0.072 -1.3% 5.485
High 5.535 5.423 -0.112 -2.0% 5.732
Low 5.416 5.227 -0.189 -3.5% 5.361
Close 5.426 5.239 -0.187 -3.4% 5.562
Range 0.119 0.196 0.077 64.7% 0.371
ATR 0.141 0.145 0.004 3.0% 0.000
Volume 2,972 4,732 1,760 59.2% 32,727
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.884 5.758 5.347
R3 5.688 5.562 5.293
R2 5.492 5.492 5.275
R1 5.366 5.366 5.257 5.331
PP 5.296 5.296 5.296 5.279
S1 5.170 5.170 5.221 5.135
S2 5.100 5.100 5.203
S3 4.904 4.974 5.185
S4 4.708 4.778 5.131
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.665 6.484 5.766
R3 6.294 6.113 5.664
R2 5.923 5.923 5.630
R1 5.742 5.742 5.596 5.833
PP 5.552 5.552 5.552 5.597
S1 5.371 5.371 5.528 5.462
S2 5.181 5.181 5.494
S3 4.810 5.000 5.460
S4 4.439 4.629 5.358
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.570 5.227 0.343 6.5% 0.124 2.4% 3% False True 5,584
10 5.762 5.227 0.535 10.2% 0.149 2.8% 2% False True 6,143
20 5.762 5.156 0.606 11.6% 0.146 2.8% 14% False False 7,339
40 5.762 5.026 0.736 14.0% 0.134 2.6% 29% False False 6,321
60 5.762 5.026 0.736 14.0% 0.138 2.6% 29% False False 5,343
80 5.762 5.026 0.736 14.0% 0.133 2.5% 29% False False 4,802
100 6.573 5.026 1.547 29.5% 0.130 2.5% 14% False False 4,244
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.256
2.618 5.936
1.618 5.740
1.000 5.619
0.618 5.544
HIGH 5.423
0.618 5.348
0.500 5.325
0.382 5.302
LOW 5.227
0.618 5.106
1.000 5.031
1.618 4.910
2.618 4.714
4.250 4.394
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 5.325 5.399
PP 5.296 5.345
S1 5.268 5.292

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

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