NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 5.186 5.152 -0.034 -0.7% 5.109
High 5.255 5.240 -0.015 -0.3% 5.252
Low 5.127 5.135 0.008 0.2% 5.065
Close 5.157 5.196 0.039 0.8% 5.173
Range 0.128 0.105 -0.023 -18.0% 0.187
ATR 0.109 0.109 0.000 -0.3% 0.000
Volume 2,688 13,323 10,635 395.6% 15,305
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.505 5.456 5.254
R3 5.400 5.351 5.225
R2 5.295 5.295 5.215
R1 5.246 5.246 5.206 5.271
PP 5.190 5.190 5.190 5.203
S1 5.141 5.141 5.186 5.166
S2 5.085 5.085 5.177
S3 4.980 5.036 5.167
S4 4.875 4.931 5.138
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% 0.092 1.8% 62% False False 5,142
10 5.255 5.065 0.190 3.7% 0.090 1.7% 69% False False 4,366
20 5.458 5.034 0.424 8.2% 0.109 2.1% 38% False False 4,594
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.686
2.618 5.515
1.618 5.410
1.000 5.345
0.618 5.305
HIGH 5.240
0.618 5.200
0.500 5.188
0.382 5.175
LOW 5.135
0.618 5.070
1.000 5.030
1.618 4.965
2.618 4.860
4.250 4.689
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 5.193 5.194
PP 5.190 5.193
S1 5.188 5.191

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

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