NYMEX Natural Gas Future March 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 5.194 5.194 0.000 0.0% 5.400
High 5.262 5.248 -0.014 -0.3% 5.458
Low 5.190 5.194 0.004 0.1% 5.153
Close 5.238 5.217 -0.021 -0.4% 5.238
Range 0.072 0.054 -0.018 -25.0% 0.305
ATR 0.128 0.123 -0.005 -4.1% 0.000
Volume 4,952 3,292 -1,660 -33.5% 16,212
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.382 5.353 5.247
R3 5.328 5.299 5.232
R2 5.274 5.274 5.227
R1 5.245 5.245 5.222 5.260
PP 5.220 5.220 5.220 5.227
S1 5.191 5.191 5.212 5.206
S2 5.166 5.166 5.207
S3 5.112 5.137 5.202
S4 5.058 5.083 5.187
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.198 6.023 5.406
R3 5.893 5.718 5.322
R2 5.588 5.588 5.294
R1 5.413 5.413 5.266 5.348
PP 5.283 5.283 5.283 5.251
S1 5.108 5.108 5.210 5.043
S2 4.978 4.978 5.182
S3 4.673 4.803 5.154
S4 4.368 4.498 5.070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.458 5.153 0.305 5.8% 0.110 2.1% 21% False False 3,900
10 5.546 5.153 0.393 7.5% 0.120 2.3% 16% False False 4,804
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.017
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5.478
2.618 5.389
1.618 5.335
1.000 5.302
0.618 5.281
HIGH 5.248
0.618 5.227
0.500 5.221
0.382 5.215
LOW 5.194
0.618 5.161
1.000 5.140
1.618 5.107
2.618 5.053
4.250 4.965
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 5.221 5.235
PP 5.220 5.229
S1 5.218 5.223

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

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