NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 4.862 5.050 0.188 3.9% 4.490
High 5.045 5.082 0.037 0.7% 5.027
Low 4.750 4.849 0.099 2.1% 4.357
Close 5.006 4.917 -0.089 -1.8% 4.863
Range 0.295 0.233 -0.062 -21.0% 0.670
ATR 0.185 0.188 0.003 1.9% 0.000
Volume 44,367 48,720 4,353 9.8% 113,157
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.648 5.516 5.045
R3 5.415 5.283 4.981
R2 5.182 5.182 4.960
R1 5.050 5.050 4.938 5.000
PP 4.949 4.949 4.949 4.924
S1 4.817 4.817 4.896 4.767
S2 4.716 4.716 4.874
S3 4.483 4.584 4.853
S4 4.250 4.351 4.789
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.759 6.481 5.232
R3 6.089 5.811 5.047
R2 5.419 5.419 4.986
R1 5.141 5.141 4.924 5.280
PP 4.749 4.749 4.749 4.819
S1 4.471 4.471 4.802 4.610
S2 4.079 4.079 4.740
S3 3.409 3.801 4.679
S4 2.739 3.131 4.495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.082 4.362 0.720 14.6% 0.263 5.4% 77% True False 36,330
10 5.082 4.168 0.914 18.6% 0.206 4.2% 82% True False 25,955
20 5.082 4.168 0.914 18.6% 0.176 3.6% 82% True False 22,144
40 5.082 4.140 0.942 19.2% 0.165 3.4% 82% True False 16,138
60 5.082 4.140 0.942 19.2% 0.160 3.2% 82% True False 12,860
80 5.789 4.140 1.649 33.5% 0.151 3.1% 47% False False 10,698
100 5.990 4.140 1.850 37.6% 0.149 3.0% 42% False False 8,981
120 6.160 4.140 2.020 41.1% 0.150 3.1% 38% False False 7,838
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.046
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.072
2.618 5.692
1.618 5.459
1.000 5.315
0.618 5.226
HIGH 5.082
0.618 4.993
0.500 4.966
0.382 4.938
LOW 4.849
0.618 4.705
1.000 4.616
1.618 4.472
2.618 4.239
4.250 3.859
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 4.966 4.908
PP 4.949 4.898
S1 4.933 4.889

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

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