NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 5.210 5.173 -0.037 -0.7% 5.109
High 5.252 5.224 -0.028 -0.5% 5.252
Low 5.186 5.145 -0.041 -0.8% 5.065
Close 5.210 5.173 -0.037 -0.7% 5.173
Range 0.066 0.079 0.013 19.7% 0.187
ATR 0.116 0.113 -0.003 -2.3% 0.000
Volume 2,764 4,141 1,377 49.8% 15,305
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.418 5.374 5.216
R3 5.339 5.295 5.195
R2 5.260 5.260 5.187
R1 5.216 5.216 5.180 5.213
PP 5.181 5.181 5.181 5.179
S1 5.137 5.137 5.166 5.134
S2 5.102 5.102 5.159
S3 5.023 5.058 5.151
S4 4.944 4.979 5.130
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.724 5.636 5.276
R3 5.537 5.449 5.224
R2 5.350 5.350 5.207
R1 5.262 5.262 5.190 5.306
PP 5.163 5.163 5.163 5.186
S1 5.075 5.075 5.156 5.119
S2 4.976 4.976 5.139
S3 4.789 4.888 5.122
S4 4.602 4.701 5.070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.252 5.065 0.187 3.6% 0.079 1.5% 58% False False 3,061
10 5.252 5.034 0.218 4.2% 0.094 1.8% 64% False False 3,773
20 5.582 5.034 0.548 10.6% 0.108 2.1% 25% False False 4,267
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.560
2.618 5.431
1.618 5.352
1.000 5.303
0.618 5.273
HIGH 5.224
0.618 5.194
0.500 5.185
0.382 5.175
LOW 5.145
0.618 5.096
1.000 5.066
1.618 5.017
2.618 4.938
4.250 4.809
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 5.185 5.181
PP 5.181 5.178
S1 5.177 5.176

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

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