NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 4.859 4.686 -0.173 -3.6% 4.872
High 4.893 4.916 0.023 0.5% 4.945
Low 4.648 4.685 0.037 0.8% 4.516
Close 4.717 4.702 -0.015 -0.3% 4.717
Range 0.245 0.231 -0.014 -5.7% 0.429
ATR 0.206 0.208 0.002 0.9% 0.000
Volume 38,767 20,100 -18,667 -48.2% 123,433
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.461 5.312 4.829
R3 5.230 5.081 4.766
R2 4.999 4.999 4.744
R1 4.850 4.850 4.723 4.925
PP 4.768 4.768 4.768 4.805
S1 4.619 4.619 4.681 4.694
S2 4.537 4.537 4.660
S3 4.306 4.388 4.638
S4 4.075 4.157 4.575
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% 0.245 5.2% 43% False False 25,774
10 5.010 4.516 0.494 10.5% 0.203 4.3% 38% False False 22,396
20 5.282 4.516 0.766 16.3% 0.202 4.3% 24% False False 29,491
40 5.282 4.168 1.114 23.7% 0.187 4.0% 48% False False 24,977
60 5.282 4.140 1.142 24.3% 0.177 3.8% 49% False False 19,934
80 5.282 4.140 1.142 24.3% 0.168 3.6% 49% False False 16,521
100 5.789 4.140 1.649 35.1% 0.160 3.4% 34% False False 13,998
120 5.990 4.140 1.850 39.3% 0.158 3.4% 30% False False 12,005
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.898
2.618 5.521
1.618 5.290
1.000 5.147
0.618 5.059
HIGH 4.916
0.618 4.828
0.500 4.801
0.382 4.773
LOW 4.685
0.618 4.542
1.000 4.454
1.618 4.311
2.618 4.080
4.250 3.703
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 4.801 4.758
PP 4.768 4.739
S1 4.735 4.721

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

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