NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 5.188 5.210 0.022 0.4% 5.194
High 5.204 5.252 0.048 0.9% 5.248
Low 5.110 5.186 0.076 1.5% 5.034
Close 5.150 5.210 0.060 1.2% 5.150
Range 0.094 0.066 -0.028 -29.8% 0.214
ATR 0.117 0.116 -0.001 -0.9% 0.000
Volume 2,875 2,764 -111 -3.9% 22,426
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.414 5.378 5.246
R3 5.348 5.312 5.228
R2 5.282 5.282 5.222
R1 5.246 5.246 5.216 5.243
PP 5.216 5.216 5.216 5.215
S1 5.180 5.180 5.204 5.177
S2 5.150 5.150 5.198
S3 5.084 5.114 5.192
S4 5.018 5.048 5.174
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 5.252 5.065 0.187 3.6% 0.088 1.7% 78% True False 3,590
10 5.262 5.034 0.228 4.4% 0.094 1.8% 77% False False 3,854
20 5.582 5.034 0.548 10.5% 0.109 2.1% 32% False False 4,247
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.533
2.618 5.425
1.618 5.359
1.000 5.318
0.618 5.293
HIGH 5.252
0.618 5.227
0.500 5.219
0.382 5.211
LOW 5.186
0.618 5.145
1.000 5.120
1.618 5.079
2.618 5.013
4.250 4.906
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 5.219 5.193
PP 5.216 5.176
S1 5.213 5.159

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

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