NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 5.325 5.300 -0.025 -0.5% 5.495
High 5.447 5.373 -0.074 -1.4% 5.535
Low 5.272 5.248 -0.024 -0.5% 5.153
Close 5.302 5.259 -0.043 -0.8% 5.291
Range 0.175 0.125 -0.050 -28.6% 0.382
ATR 0.155 0.153 -0.002 -1.4% 0.000
Volume 7,674 8,764 1,090 14.2% 37,647
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.668 5.589 5.328
R3 5.543 5.464 5.293
R2 5.418 5.418 5.282
R1 5.339 5.339 5.270 5.316
PP 5.293 5.293 5.293 5.282
S1 5.214 5.214 5.248 5.191
S2 5.168 5.168 5.236
S3 5.043 5.089 5.225
S4 4.918 4.964 5.190
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.472 6.264 5.501
R3 6.090 5.882 5.396
R2 5.708 5.708 5.361
R1 5.500 5.500 5.326 5.413
PP 5.326 5.326 5.326 5.283
S1 5.118 5.118 5.256 5.031
S2 4.944 4.944 5.221
S3 4.562 4.736 5.186
S4 4.180 4.354 5.081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.447 5.153 0.294 5.6% 0.172 3.3% 36% False False 9,276
10 5.570 5.153 0.417 7.9% 0.148 2.8% 25% False False 7,430
20 5.762 5.153 0.609 11.6% 0.145 2.7% 17% False False 7,158
40 5.762 5.026 0.736 14.0% 0.142 2.7% 32% False False 6,986
60 5.762 5.026 0.736 14.0% 0.138 2.6% 32% False False 5,838
80 5.762 5.026 0.736 14.0% 0.137 2.6% 32% False False 5,206
100 6.476 5.026 1.450 27.6% 0.132 2.5% 16% False False 4,623
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.904
2.618 5.700
1.618 5.575
1.000 5.498
0.618 5.450
HIGH 5.373
0.618 5.325
0.500 5.311
0.382 5.296
LOW 5.248
0.618 5.171
1.000 5.123
1.618 5.046
2.618 4.921
4.250 4.717
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 5.311 5.334
PP 5.293 5.309
S1 5.276 5.284

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

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