NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 4.670 4.859 0.189 4.0% 4.872
High 4.945 4.893 -0.052 -1.1% 4.945
Low 4.570 4.648 0.078 1.7% 4.516
Close 4.880 4.717 -0.163 -3.3% 4.717
Range 0.375 0.245 -0.130 -34.7% 0.429
ATR 0.203 0.206 0.003 1.5% 0.000
Volume 31,107 38,767 7,660 24.6% 123,433
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.488 5.347 4.852
R3 5.243 5.102 4.784
R2 4.998 4.998 4.762
R1 4.857 4.857 4.739 4.805
PP 4.753 4.753 4.753 4.727
S1 4.612 4.612 4.695 4.560
S2 4.508 4.508 4.672
S3 4.263 4.367 4.650
S4 4.018 4.122 4.582
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.013 5.794 4.953
R3 5.584 5.365 4.835
R2 5.155 5.155 4.796
R1 4.936 4.936 4.756 4.831
PP 4.726 4.726 4.726 4.674
S1 4.507 4.507 4.678 4.402
S2 4.297 4.297 4.638
S3 3.868 4.078 4.599
S4 3.439 3.649 4.481
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.945 4.516 0.429 9.1% 0.229 4.9% 47% False False 24,686
10 5.252 4.516 0.736 15.6% 0.215 4.6% 27% False False 22,491
20 5.282 4.516 0.766 16.2% 0.205 4.3% 26% False False 30,704
40 5.282 4.168 1.114 23.6% 0.185 3.9% 49% False False 24,937
60 5.282 4.140 1.142 24.2% 0.176 3.7% 51% False False 19,737
80 5.282 4.140 1.142 24.2% 0.167 3.5% 51% False False 16,425
100 5.789 4.140 1.649 35.0% 0.158 3.4% 35% False False 13,844
120 5.990 4.140 1.850 39.2% 0.157 3.3% 31% False False 11,855
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.058
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.934
2.618 5.534
1.618 5.289
1.000 5.138
0.618 5.044
HIGH 4.893
0.618 4.799
0.500 4.771
0.382 4.742
LOW 4.648
0.618 4.497
1.000 4.403
1.618 4.252
2.618 4.007
4.250 3.607
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 4.771 4.731
PP 4.753 4.726
S1 4.735 4.722

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

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