NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 4.388 4.339 -0.049 -1.1% 4.686
High 4.392 4.623 0.231 5.3% 4.916
Low 4.315 4.290 -0.025 -0.6% 4.359
Close 4.319 4.592 0.273 6.3% 4.418
Range 0.077 0.333 0.256 332.5% 0.557
ATR 0.186 0.197 0.010 5.6% 0.000
Volume 54,053 59,881 5,828 10.8% 135,649
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.501 5.379 4.775
R3 5.168 5.046 4.684
R2 4.835 4.835 4.653
R1 4.713 4.713 4.623 4.774
PP 4.502 4.502 4.502 4.532
S1 4.380 4.380 4.561 4.441
S2 4.169 4.169 4.531
S3 3.836 4.047 4.500
S4 3.503 3.714 4.409
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 4.623 4.290 0.333 7.3% 0.157 3.4% 91% True True 45,608
10 4.945 4.290 0.655 14.3% 0.211 4.6% 46% False True 38,596
20 5.269 4.290 0.979 21.3% 0.201 4.4% 31% False True 29,250
40 5.282 4.168 1.114 24.3% 0.193 4.2% 38% False False 28,959
60 5.282 4.140 1.142 24.9% 0.180 3.9% 40% False False 23,813
80 5.282 4.140 1.142 24.9% 0.175 3.8% 40% False False 19,811
100 5.282 4.140 1.142 24.9% 0.162 3.5% 40% False False 16,755
120 5.971 4.140 1.831 39.9% 0.159 3.5% 25% False False 14,368
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.038
2.618 5.495
1.618 5.162
1.000 4.956
0.618 4.829
HIGH 4.623
0.618 4.496
0.500 4.457
0.382 4.417
LOW 4.290
0.618 4.084
1.000 3.957
1.618 3.751
2.618 3.418
4.250 2.875
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 4.547 4.547
PP 4.502 4.502
S1 4.457 4.457

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

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