NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 5.093 5.172 0.079 1.6% 5.068
High 5.219 5.180 -0.039 -0.7% 5.219
Low 5.085 5.090 0.005 0.1% 5.009
Close 5.172 5.127 -0.045 -0.9% 5.127
Range 0.134 0.090 -0.044 -32.8% 0.210
ATR 0.134 0.131 -0.003 -2.3% 0.000
Volume 12,770 10,624 -2,146 -16.8% 46,038
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.402 5.355 5.177
R3 5.312 5.265 5.152
R2 5.222 5.222 5.144
R1 5.175 5.175 5.135 5.154
PP 5.132 5.132 5.132 5.122
S1 5.085 5.085 5.119 5.064
S2 5.042 5.042 5.111
S3 4.952 4.995 5.102
S4 4.862 4.905 5.078
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.748 5.648 5.243
R3 5.538 5.438 5.185
R2 5.328 5.328 5.166
R1 5.228 5.228 5.146 5.278
PP 5.118 5.118 5.118 5.144
S1 5.018 5.018 5.108 5.068
S2 4.908 4.908 5.089
S3 4.698 4.808 5.069
S4 4.488 4.598 5.012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.219 5.009 0.210 4.1% 0.099 1.9% 56% False False 9,207
10 5.219 4.946 0.273 5.3% 0.112 2.2% 66% False False 9,909
20 5.570 4.946 0.624 12.2% 0.134 2.6% 29% False False 9,049
40 5.762 4.946 0.816 15.9% 0.140 2.7% 22% False False 8,243
60 5.762 4.946 0.816 15.9% 0.136 2.7% 22% False False 7,251
80 5.762 4.946 0.816 15.9% 0.139 2.7% 22% False False 6,345
100 5.846 4.946 0.900 17.6% 0.132 2.6% 20% False False 5,600
120 6.573 4.946 1.627 31.7% 0.130 2.5% 11% False False 4,979
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.563
2.618 5.416
1.618 5.326
1.000 5.270
0.618 5.236
HIGH 5.180
0.618 5.146
0.500 5.135
0.382 5.124
LOW 5.090
0.618 5.034
1.000 5.000
1.618 4.944
2.618 4.854
4.250 4.708
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 5.135 5.137
PP 5.132 5.134
S1 5.130 5.130

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

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