NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 4.895 4.823 -0.072 -1.5% 4.490
High 4.939 4.910 -0.029 -0.6% 5.027
Low 4.783 4.744 -0.039 -0.8% 4.357
Close 4.792 4.761 -0.031 -0.6% 4.863
Range 0.156 0.166 0.010 6.4% 0.670
ATR 0.186 0.184 -0.001 -0.8% 0.000
Volume 56,815 49,431 -7,384 -13.0% 113,157
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.303 5.198 4.852
R3 5.137 5.032 4.807
R2 4.971 4.971 4.791
R1 4.866 4.866 4.776 4.836
PP 4.805 4.805 4.805 4.790
S1 4.700 4.700 4.746 4.670
S2 4.639 4.639 4.731
S3 4.473 4.534 4.715
S4 4.307 4.368 4.670
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 4.695 0.387 8.1% 0.236 5.0% 17% False False 48,225
10 5.082 4.290 0.792 16.6% 0.211 4.4% 59% False False 34,088
20 5.082 4.168 0.914 19.2% 0.180 3.8% 65% False False 25,505
40 5.082 4.140 0.942 19.8% 0.166 3.5% 66% False False 18,314
60 5.082 4.140 0.942 19.8% 0.162 3.4% 66% False False 14,538
80 5.656 4.140 1.516 31.8% 0.150 3.1% 41% False False 11,955
100 5.987 4.140 1.847 38.8% 0.148 3.1% 34% False False 10,011
120 6.160 4.140 2.020 42.4% 0.151 3.2% 31% False False 8,697
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.055
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.616
2.618 5.345
1.618 5.179
1.000 5.076
0.618 5.013
HIGH 4.910
0.618 4.847
0.500 4.827
0.382 4.807
LOW 4.744
0.618 4.641
1.000 4.578
1.618 4.475
2.618 4.309
4.250 4.039
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 4.827 4.913
PP 4.805 4.862
S1 4.783 4.812

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

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