NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 5.300 5.262 -0.038 -0.7% 5.495
High 5.373 5.285 -0.088 -1.6% 5.535
Low 5.248 5.094 -0.154 -2.9% 5.153
Close 5.259 5.163 -0.096 -1.8% 5.291
Range 0.125 0.191 0.066 52.8% 0.382
ATR 0.153 0.156 0.003 1.8% 0.000
Volume 8,764 10,985 2,221 25.3% 37,647
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.754 5.649 5.268
R3 5.563 5.458 5.216
R2 5.372 5.372 5.198
R1 5.267 5.267 5.181 5.224
PP 5.181 5.181 5.181 5.159
S1 5.076 5.076 5.145 5.033
S2 4.990 4.990 5.128
S3 4.799 4.885 5.110
S4 4.608 4.694 5.058
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 5.094 0.353 6.8% 0.190 3.7% 20% False True 9,895
10 5.570 5.094 0.476 9.2% 0.156 3.0% 14% False True 7,716
20 5.762 5.094 0.668 12.9% 0.149 2.9% 10% False True 7,305
40 5.762 5.026 0.736 14.3% 0.145 2.8% 19% False False 7,088
60 5.762 5.026 0.736 14.3% 0.139 2.7% 19% False False 5,983
80 5.762 5.026 0.736 14.3% 0.139 2.7% 19% False False 5,323
100 6.476 5.026 1.450 28.1% 0.132 2.6% 9% False False 4,723
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.097
2.618 5.785
1.618 5.594
1.000 5.476
0.618 5.403
HIGH 5.285
0.618 5.212
0.500 5.190
0.382 5.167
LOW 5.094
0.618 4.976
1.000 4.903
1.618 4.785
2.618 4.594
4.250 4.282
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 5.190 5.271
PP 5.181 5.235
S1 5.172 5.199

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

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