NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 4.885 4.840 -0.045 -0.9% 5.092
High 4.941 4.961 0.020 0.4% 5.252
Low 4.788 4.824 0.036 0.8% 4.771
Close 4.834 4.943 0.109 2.3% 4.943
Range 0.153 0.137 -0.016 -10.5% 0.481
ATR 0.195 0.191 -0.004 -2.1% 0.000
Volume 23,148 13,253 -9,895 -42.7% 101,484
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.320 5.269 5.018
R3 5.183 5.132 4.981
R2 5.046 5.046 4.968
R1 4.995 4.995 4.956 5.021
PP 4.909 4.909 4.909 4.922
S1 4.858 4.858 4.930 4.884
S2 4.772 4.772 4.918
S3 4.635 4.721 4.905
S4 4.498 4.584 4.868
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.432 6.168 5.208
R3 5.951 5.687 5.075
R2 5.470 5.470 5.031
R1 5.206 5.206 4.987 5.098
PP 4.989 4.989 4.989 4.934
S1 4.725 4.725 4.899 4.617
S2 4.508 4.508 4.855
S3 4.027 4.244 4.811
S4 3.546 3.763 4.678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.252 4.771 0.481 9.7% 0.201 4.1% 36% False False 20,296
10 5.282 4.771 0.511 10.3% 0.198 4.0% 34% False False 24,265
20 5.282 4.357 0.925 18.7% 0.203 4.1% 63% False False 30,870
40 5.282 4.140 1.142 23.1% 0.173 3.5% 70% False False 23,521
60 5.282 4.140 1.142 23.1% 0.176 3.6% 70% False False 18,438
80 5.282 4.140 1.142 23.1% 0.161 3.2% 70% False False 15,190
100 5.884 4.140 1.744 35.3% 0.156 3.1% 46% False False 12,723
120 6.160 4.140 2.020 40.9% 0.154 3.1% 40% False False 10,895
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.053
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.543
2.618 5.320
1.618 5.183
1.000 5.098
0.618 5.046
HIGH 4.961
0.618 4.909
0.500 4.893
0.382 4.876
LOW 4.824
0.618 4.739
1.000 4.687
1.618 4.602
2.618 4.465
4.250 4.242
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 4.926 4.920
PP 4.909 4.898
S1 4.893 4.875

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

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