NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 4.217 4.437 0.220 5.2% 4.111
High 4.440 4.703 0.263 5.9% 4.399
Low 4.217 4.379 0.162 3.8% 4.036
Close 4.424 4.690 0.266 6.0% 4.341
Range 0.223 0.324 0.101 45.3% 0.363
ATR 0.171 0.182 0.011 6.4% 0.000
Volume 98,911 111,384 12,473 12.6% 389,390
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.563 5.450 4.868
R3 5.239 5.126 4.779
R2 4.915 4.915 4.749
R1 4.802 4.802 4.720 4.859
PP 4.591 4.591 4.591 4.619
S1 4.478 4.478 4.660 4.535
S2 4.267 4.267 4.631
S3 3.943 4.154 4.601
S4 3.619 3.830 4.512
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.348 5.207 4.541
R3 4.985 4.844 4.441
R2 4.622 4.622 4.408
R1 4.481 4.481 4.374 4.552
PP 4.259 4.259 4.259 4.294
S1 4.118 4.118 4.308 4.189
S2 3.896 3.896 4.274
S3 3.533 3.755 4.241
S4 3.170 3.392 4.141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.703 4.154 0.549 11.7% 0.213 4.5% 98% True False 102,392
10 4.703 4.036 0.667 14.2% 0.177 3.8% 98% True False 82,290
20 4.703 3.971 0.732 15.6% 0.180 3.8% 98% True False 68,924
40 4.703 3.971 0.732 15.6% 0.176 3.8% 98% True False 51,491
60 4.815 3.971 0.844 18.0% 0.167 3.6% 85% False False 39,166
80 5.703 3.971 1.732 36.9% 0.158 3.4% 42% False False 31,238
100 5.900 3.971 1.929 41.1% 0.162 3.5% 37% False False 25,828
120 6.075 3.971 2.104 44.9% 0.166 3.5% 34% False False 21,946
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 6.080
2.618 5.551
1.618 5.227
1.000 5.027
0.618 4.903
HIGH 4.703
0.618 4.579
0.500 4.541
0.382 4.503
LOW 4.379
0.618 4.179
1.000 4.055
1.618 3.855
2.618 3.531
4.250 3.002
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 4.640 4.613
PP 4.591 4.537
S1 4.541 4.460

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.