NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 4.401 4.388 -0.013 -0.3% 4.686
High 4.497 4.392 -0.105 -2.3% 4.916
Low 4.342 4.315 -0.027 -0.6% 4.359
Close 4.364 4.319 -0.045 -1.0% 4.418
Range 0.155 0.077 -0.078 -50.3% 0.557
ATR 0.195 0.186 -0.008 -4.3% 0.000
Volume 30,235 54,053 23,818 78.8% 135,649
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.573 4.523 4.361
R3 4.496 4.446 4.340
R2 4.419 4.419 4.333
R1 4.369 4.369 4.326 4.356
PP 4.342 4.342 4.342 4.335
S1 4.292 4.292 4.312 4.279
S2 4.265 4.265 4.305
S3 4.188 4.215 4.298
S4 4.111 4.138 4.277
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.235 5.884 4.724
R3 5.678 5.327 4.571
R2 5.121 5.121 4.520
R1 4.770 4.770 4.469 4.667
PP 4.564 4.564 4.564 4.513
S1 4.213 4.213 4.367 4.110
S2 4.007 4.007 4.316
S3 3.450 3.656 4.265
S4 2.893 3.099 4.112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.641 4.315 0.326 7.5% 0.142 3.3% 1% False True 40,242
10 4.945 4.315 0.630 14.6% 0.192 4.5% 1% False True 35,096
20 5.282 4.315 0.967 22.4% 0.196 4.5% 0% False True 27,673
40 5.282 4.168 1.114 25.8% 0.189 4.4% 14% False False 27,936
60 5.282 4.140 1.142 26.4% 0.176 4.1% 16% False False 22,951
80 5.282 4.140 1.142 26.4% 0.172 4.0% 16% False False 19,120
100 5.300 4.140 1.160 26.9% 0.160 3.7% 15% False False 16,190
120 5.987 4.140 1.847 42.8% 0.157 3.6% 10% False False 13,884
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.046
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 4.719
2.618 4.594
1.618 4.517
1.000 4.469
0.618 4.440
HIGH 4.392
0.618 4.363
0.500 4.354
0.382 4.344
LOW 4.315
0.618 4.267
1.000 4.238
1.618 4.190
2.618 4.113
4.250 3.988
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 4.354 4.406
PP 4.342 4.377
S1 4.331 4.348

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

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