NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 5.336 5.370 0.034 0.6% 5.470
High 5.375 5.377 0.002 0.0% 5.593
Low 5.281 5.310 0.029 0.5% 5.260
Close 5.352 5.334 -0.018 -0.3% 5.352
Range 0.094 0.067 -0.027 -28.7% 0.333
ATR 0.145 0.139 -0.006 -3.8% 0.000
Volume 20,653 13,799 -6,854 -33.2% 58,100
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.541 5.505 5.371
R3 5.474 5.438 5.352
R2 5.407 5.407 5.346
R1 5.371 5.371 5.340 5.356
PP 5.340 5.340 5.340 5.333
S1 5.304 5.304 5.328 5.289
S2 5.273 5.273 5.322
S3 5.206 5.237 5.316
S4 5.139 5.170 5.297
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.401 6.209 5.535
R3 6.068 5.876 5.444
R2 5.735 5.735 5.413
R1 5.543 5.543 5.383 5.473
PP 5.402 5.402 5.402 5.366
S1 5.210 5.210 5.321 5.140
S2 5.069 5.069 5.291
S3 4.736 4.877 5.260
S4 4.403 4.544 5.169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.593 5.260 0.333 6.2% 0.126 2.4% 22% False False 14,379
10 5.705 5.260 0.445 8.3% 0.144 2.7% 17% False False 13,520
20 5.949 5.260 0.689 12.9% 0.139 2.6% 11% False False 12,880
40 5.949 5.228 0.721 13.5% 0.138 2.6% 15% False False 12,240
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 5.662
2.618 5.552
1.618 5.485
1.000 5.444
0.618 5.418
HIGH 5.377
0.618 5.351
0.500 5.344
0.382 5.336
LOW 5.310
0.618 5.269
1.000 5.243
1.618 5.202
2.618 5.135
4.250 5.025
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 5.344 5.358
PP 5.340 5.350
S1 5.337 5.342

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

View Archives - Comment on this page... - Back to Index of Symbols