NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 4.945 4.882 -0.063 -1.3% 4.950
High 5.010 4.962 -0.048 -1.0% 5.282
Low 4.771 4.837 0.066 1.4% 4.950
Close 4.837 4.895 0.058 1.2% 5.081
Range 0.239 0.125 -0.114 -47.7% 0.332
ATR 0.204 0.199 -0.006 -2.8% 0.000
Volume 19,296 24,736 5,440 28.2% 141,168
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.273 5.209 4.964
R3 5.148 5.084 4.929
R2 5.023 5.023 4.918
R1 4.959 4.959 4.906 4.991
PP 4.898 4.898 4.898 4.914
S1 4.834 4.834 4.884 4.866
S2 4.773 4.773 4.872
S3 4.648 4.709 4.861
S4 4.523 4.584 4.826
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 5.269 4.771 0.498 10.2% 0.219 4.5% 25% False False 21,817
10 5.282 4.744 0.538 11.0% 0.198 4.0% 28% False False 30,435
20 5.282 4.274 1.008 20.6% 0.204 4.2% 62% False False 30,418
40 5.282 4.140 1.142 23.3% 0.179 3.6% 66% False False 23,004
60 5.282 4.140 1.142 23.3% 0.176 3.6% 66% False False 18,048
80 5.282 4.140 1.142 23.3% 0.159 3.2% 66% False False 14,801
100 5.884 4.140 1.744 35.6% 0.155 3.2% 43% False False 12,389
120 6.160 4.140 2.020 41.3% 0.154 3.2% 37% False False 10,630
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.055
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5.493
2.618 5.289
1.618 5.164
1.000 5.087
0.618 5.039
HIGH 4.962
0.618 4.914
0.500 4.900
0.382 4.885
LOW 4.837
0.618 4.760
1.000 4.712
1.618 4.635
2.618 4.510
4.250 4.306
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 4.900 5.012
PP 4.898 4.973
S1 4.897 4.934

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

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