NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 5.155 5.167 0.012 0.2% 5.109
High 5.177 5.205 0.028 0.5% 5.252
Low 5.100 5.135 0.035 0.7% 5.065
Close 5.157 5.167 0.010 0.2% 5.173
Range 0.077 0.070 -0.007 -9.1% 0.187
ATR 0.110 0.107 -0.003 -2.6% 0.000
Volume 3,398 2,161 -1,237 -36.4% 15,305
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.379 5.343 5.206
R3 5.309 5.273 5.186
R2 5.239 5.239 5.180
R1 5.203 5.203 5.173 5.202
PP 5.169 5.169 5.169 5.169
S1 5.133 5.133 5.161 5.132
S2 5.099 5.099 5.154
S3 5.029 5.063 5.148
S4 4.959 4.993 5.129
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 5.100 0.152 2.9% 0.077 1.5% 44% False False 3,067
10 5.252 5.034 0.218 4.2% 0.094 1.8% 61% False False 3,515
20 5.458 5.034 0.424 8.2% 0.106 2.1% 31% False False 4,274
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 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.503
2.618 5.388
1.618 5.318
1.000 5.275
0.618 5.248
HIGH 5.205
0.618 5.178
0.500 5.170
0.382 5.162
LOW 5.135
0.618 5.092
1.000 5.065
1.618 5.022
2.618 4.952
4.250 4.838
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 5.170 5.165
PP 5.169 5.164
S1 5.168 5.162

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

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