NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 5.173 5.155 -0.018 -0.3% 5.109
High 5.224 5.177 -0.047 -0.9% 5.252
Low 5.145 5.100 -0.045 -0.9% 5.065
Close 5.173 5.157 -0.016 -0.3% 5.173
Range 0.079 0.077 -0.002 -2.5% 0.187
ATR 0.113 0.110 -0.003 -2.3% 0.000
Volume 4,141 3,398 -743 -17.9% 15,305
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.376 5.343 5.199
R3 5.299 5.266 5.178
R2 5.222 5.222 5.171
R1 5.189 5.189 5.164 5.206
PP 5.145 5.145 5.145 5.153
S1 5.112 5.112 5.150 5.129
S2 5.068 5.068 5.143
S3 4.991 5.035 5.136
S4 4.914 4.958 5.115
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% 0.086 1.7% 49% False False 2,959
10 5.252 5.034 0.218 4.2% 0.097 1.9% 56% False False 3,783
20 5.546 5.034 0.512 9.9% 0.108 2.1% 24% False False 4,294
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.504
2.618 5.379
1.618 5.302
1.000 5.254
0.618 5.225
HIGH 5.177
0.618 5.148
0.500 5.139
0.382 5.129
LOW 5.100
0.618 5.052
1.000 5.023
1.618 4.975
2.618 4.898
4.250 4.773
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 5.151 5.176
PP 5.145 5.170
S1 5.139 5.163

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

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