NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 5.117 5.224 0.107 2.1% 4.950
High 5.255 5.269 0.014 0.3% 5.282
Low 5.072 5.073 0.001 0.0% 4.950
Close 5.241 5.081 -0.160 -3.1% 5.081
Range 0.183 0.196 0.013 7.1% 0.332
ATR 0.190 0.190 0.000 0.2% 0.000
Volume 18,406 25,598 7,192 39.1% 141,168
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.729 5.601 5.189
R3 5.533 5.405 5.135
R2 5.337 5.337 5.117
R1 5.209 5.209 5.099 5.175
PP 5.141 5.141 5.141 5.124
S1 5.013 5.013 5.063 4.979
S2 4.945 4.945 5.045
S3 4.749 4.817 5.027
S4 4.553 4.621 4.973
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.100 5.923 5.264
R3 5.768 5.591 5.172
R2 5.436 5.436 5.142
R1 5.259 5.259 5.111 5.348
PP 5.104 5.104 5.104 5.149
S1 4.927 4.927 5.051 5.016
S2 4.772 4.772 5.020
S3 4.440 4.595 4.990
S4 4.108 4.263 4.898
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.282 4.950 0.332 6.5% 0.194 3.8% 39% False False 28,233
10 5.282 4.744 0.538 10.6% 0.195 3.8% 63% False False 38,917
20 5.282 4.168 1.114 21.9% 0.186 3.7% 82% False False 29,005
40 5.282 4.140 1.142 22.5% 0.171 3.4% 82% False False 21,941
60 5.282 4.140 1.142 22.5% 0.170 3.4% 82% False False 17,264
80 5.282 4.140 1.142 22.5% 0.154 3.0% 82% False False 14,085
100 5.884 4.140 1.744 34.3% 0.153 3.0% 54% False False 11,805
120 6.160 4.140 2.020 39.8% 0.152 3.0% 47% False False 10,135
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.102
2.618 5.782
1.618 5.586
1.000 5.465
0.618 5.390
HIGH 5.269
0.618 5.194
0.500 5.171
0.382 5.148
LOW 5.073
0.618 4.952
1.000 4.877
1.618 4.756
2.618 4.560
4.250 4.240
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 5.171 5.168
PP 5.141 5.139
S1 5.111 5.110

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

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