NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 5.220 5.191 -0.029 -0.6% 5.485
High 5.258 5.447 0.189 3.6% 5.732
Low 5.153 5.170 0.017 0.3% 5.361
Close 5.252 5.401 0.149 2.8% 5.562
Range 0.105 0.277 0.172 163.8% 0.371
ATR 0.142 0.152 0.010 6.8% 0.000
Volume 7,889 10,356 2,467 31.3% 32,727
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.170 6.063 5.553
R3 5.893 5.786 5.477
R2 5.616 5.616 5.452
R1 5.509 5.509 5.426 5.563
PP 5.339 5.339 5.339 5.366
S1 5.232 5.232 5.376 5.286
S2 5.062 5.062 5.350
S3 4.785 4.955 5.325
S4 4.508 4.678 5.249
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 5.153 0.417 7.7% 0.158 2.9% 59% False False 6,090
10 5.747 5.153 0.594 11.0% 0.159 2.9% 42% False False 6,454
20 5.762 5.153 0.609 11.3% 0.148 2.7% 41% False False 7,397
40 5.762 5.026 0.736 13.6% 0.140 2.6% 51% False False 6,639
60 5.762 5.026 0.736 13.6% 0.139 2.6% 51% False False 5,515
80 5.762 5.026 0.736 13.6% 0.134 2.5% 51% False False 4,973
100 6.476 5.026 1.450 26.8% 0.131 2.4% 26% False False 4,391
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 0.024
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.624
2.618 6.172
1.618 5.895
1.000 5.724
0.618 5.618
HIGH 5.447
0.618 5.341
0.500 5.309
0.382 5.276
LOW 5.170
0.618 4.999
1.000 4.893
1.618 4.722
2.618 4.445
4.250 3.993
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 5.370 5.367
PP 5.339 5.334
S1 5.309 5.300

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

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