NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 5.109 5.116 0.007 0.1% 5.194
High 5.139 5.180 0.041 0.8% 5.248
Low 5.096 5.065 -0.031 -0.6% 5.034
Close 5.126 5.161 0.035 0.7% 5.150
Range 0.043 0.115 0.072 167.4% 0.214
ATR 0.119 0.118 0.000 -0.2% 0.000
Volume 3,906 1,619 -2,287 -58.6% 22,426
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.480 5.436 5.224
R3 5.365 5.321 5.193
R2 5.250 5.250 5.182
R1 5.206 5.206 5.172 5.228
PP 5.135 5.135 5.135 5.147
S1 5.091 5.091 5.150 5.113
S2 5.020 5.020 5.140
S3 4.905 4.976 5.129
S4 4.790 4.861 5.098
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.786 5.682 5.268
R3 5.572 5.468 5.209
R2 5.358 5.358 5.189
R1 5.254 5.254 5.170 5.199
PP 5.144 5.144 5.144 5.117
S1 5.040 5.040 5.130 4.985
S2 4.930 4.930 5.111
S3 4.716 4.826 5.091
S4 4.502 4.612 5.032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.236 5.034 0.202 3.9% 0.110 2.1% 63% False False 3,962
10 5.399 5.034 0.365 7.1% 0.105 2.0% 35% False False 4,125
20 5.582 5.034 0.548 10.6% 0.110 2.1% 23% False False 4,679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.669
2.618 5.481
1.618 5.366
1.000 5.295
0.618 5.251
HIGH 5.180
0.618 5.136
0.500 5.123
0.382 5.109
LOW 5.065
0.618 4.994
1.000 4.950
1.618 4.879
2.618 4.764
4.250 4.576
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 5.148 5.158
PP 5.135 5.154
S1 5.123 5.151

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

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