NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 5.167 5.186 0.019 0.4% 5.109
High 5.205 5.255 0.050 1.0% 5.252
Low 5.135 5.127 -0.008 -0.2% 5.065
Close 5.167 5.157 -0.010 -0.2% 5.173
Range 0.070 0.128 0.058 82.9% 0.187
ATR 0.107 0.109 0.001 1.4% 0.000
Volume 2,161 2,688 527 24.4% 15,305
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.564 5.488 5.227
R3 5.436 5.360 5.192
R2 5.308 5.308 5.180
R1 5.232 5.232 5.169 5.206
PP 5.180 5.180 5.180 5.167
S1 5.104 5.104 5.145 5.078
S2 5.052 5.052 5.134
S3 4.924 4.976 5.122
S4 4.796 4.848 5.087
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 5.255 5.100 0.155 3.0% 0.084 1.6% 37% True False 3,030
10 5.255 5.034 0.221 4.3% 0.099 1.9% 56% True False 3,327
20 5.458 5.034 0.424 8.2% 0.107 2.1% 29% False False 4,218
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.799
2.618 5.590
1.618 5.462
1.000 5.383
0.618 5.334
HIGH 5.255
0.618 5.206
0.500 5.191
0.382 5.176
LOW 5.127
0.618 5.048
1.000 4.999
1.618 4.920
2.618 4.792
4.250 4.583
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 5.191 5.178
PP 5.180 5.171
S1 5.168 5.164

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

View Archives - Comment on this page... - Back to Index of Symbols