NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 4.969 4.786 -0.183 -3.7% 4.350
High 4.995 4.836 -0.159 -3.2% 4.977
Low 4.747 4.667 -0.080 -1.7% 4.217
Close 4.808 4.677 -0.131 -2.7% 4.797
Range 0.248 0.169 -0.079 -31.9% 0.760
ATR 0.205 0.202 -0.003 -1.2% 0.000
Volume 149,432 151,091 1,659 1.1% 483,365
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.234 5.124 4.770
R3 5.065 4.955 4.723
R2 4.896 4.896 4.708
R1 4.786 4.786 4.692 4.757
PP 4.727 4.727 4.727 4.712
S1 4.617 4.617 4.662 4.588
S2 4.558 4.558 4.646
S3 4.389 4.448 4.631
S4 4.220 4.279 4.584
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.944 6.630 5.215
R3 6.184 5.870 5.006
R2 5.424 5.424 4.936
R1 5.110 5.110 4.867 5.267
PP 4.664 4.664 4.664 4.742
S1 4.350 4.350 4.727 4.507
S2 3.904 3.904 4.658
S3 3.144 3.590 4.588
S4 2.384 2.830 4.379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.995 4.379 0.616 13.2% 0.279 6.0% 48% False False 149,949
10 4.995 4.135 0.860 18.4% 0.232 4.9% 63% False False 122,070
20 4.995 4.036 0.959 20.5% 0.194 4.1% 67% False False 93,486
40 4.995 3.971 1.024 21.9% 0.182 3.9% 69% False False 62,460
60 4.995 3.971 1.024 21.9% 0.177 3.8% 69% False False 48,871
80 5.703 3.971 1.732 37.0% 0.163 3.5% 41% False False 38,876
100 5.894 3.971 1.923 41.1% 0.163 3.5% 37% False False 32,019
120 6.075 3.971 2.104 45.0% 0.168 3.6% 34% False False 27,179
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.053
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.554
2.618 5.278
1.618 5.109
1.000 5.005
0.618 4.940
HIGH 4.836
0.618 4.771
0.500 4.752
0.382 4.732
LOW 4.667
0.618 4.563
1.000 4.498
1.618 4.394
2.618 4.225
4.250 3.949
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 4.752 4.828
PP 4.727 4.777
S1 4.702 4.727

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

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