NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 5.134 5.210 0.076 1.5% 5.098
High 5.211 5.270 0.059 1.1% 5.270
Low 5.110 5.161 0.051 1.0% 5.057
Close 5.205 5.259 0.054 1.0% 5.259
Range 0.101 0.109 0.008 7.9% 0.213
ATR 0.123 0.122 -0.001 -0.8% 0.000
Volume 22,357 20,326 -2,031 -9.1% 66,919
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.557 5.517 5.319
R3 5.448 5.408 5.289
R2 5.339 5.339 5.279
R1 5.299 5.299 5.269 5.319
PP 5.230 5.230 5.230 5.240
S1 5.190 5.190 5.249 5.210
S2 5.121 5.121 5.239
S3 5.012 5.081 5.229
S4 4.903 4.972 5.199
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.834 5.760 5.376
R3 5.621 5.547 5.318
R2 5.408 5.408 5.298
R1 5.334 5.334 5.279 5.371
PP 5.195 5.195 5.195 5.214
S1 5.121 5.121 5.239 5.158
S2 4.982 4.982 5.220
S3 4.769 4.908 5.200
S4 4.556 4.695 5.142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.270 5.057 0.213 4.1% 0.102 1.9% 95% True False 13,383
10 5.270 5.009 0.261 5.0% 0.101 1.9% 96% True False 11,295
20 5.447 4.946 0.501 9.5% 0.120 2.3% 62% False False 10,872
40 5.762 4.946 0.816 15.5% 0.134 2.5% 38% False False 9,134
60 5.762 4.946 0.816 15.5% 0.133 2.5% 38% False False 8,050
80 5.762 4.946 0.816 15.5% 0.134 2.5% 38% False False 6,854
100 5.762 4.946 0.816 15.5% 0.131 2.5% 38% False False 6,153
120 6.476 4.946 1.530 29.1% 0.129 2.4% 20% False False 5,472
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.733
2.618 5.555
1.618 5.446
1.000 5.379
0.618 5.337
HIGH 5.270
0.618 5.228
0.500 5.216
0.382 5.203
LOW 5.161
0.618 5.094
1.000 5.052
1.618 4.985
2.618 4.876
4.250 4.698
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 5.245 5.234
PP 5.230 5.210
S1 5.216 5.185

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

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