NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 5.030 4.844 -0.186 -3.7% 4.448
High 5.044 4.890 -0.154 -3.1% 5.017
Low 4.804 4.728 -0.076 -1.6% 4.285
Close 4.865 4.736 -0.129 -2.7% 4.842
Range 0.240 0.162 -0.078 -32.5% 0.732
ATR 0.196 0.194 -0.002 -1.3% 0.000
Volume 51,951 60,640 8,689 16.7% 124,067
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.271 5.165 4.825
R3 5.109 5.003 4.781
R2 4.947 4.947 4.766
R1 4.841 4.841 4.751 4.813
PP 4.785 4.785 4.785 4.771
S1 4.679 4.679 4.721 4.651
S2 4.623 4.623 4.706
S3 4.461 4.517 4.691
S4 4.299 4.355 4.647
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.911 6.608 5.245
R3 6.179 5.876 5.043
R2 5.447 5.447 4.976
R1 5.144 5.144 4.909 5.296
PP 4.715 4.715 4.715 4.790
S1 4.412 4.412 4.775 4.564
S2 3.983 3.983 4.708
S3 3.251 3.680 4.641
S4 2.519 2.948 4.439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.044 4.440 0.604 12.8% 0.269 5.7% 49% False False 47,849
10 5.044 4.212 0.832 17.6% 0.223 4.7% 63% False False 33,824
20 5.044 4.108 0.936 19.8% 0.188 4.0% 67% False False 27,351
40 5.044 4.070 0.974 20.6% 0.173 3.6% 68% False False 20,907
60 5.044 4.070 0.974 20.6% 0.167 3.5% 68% False False 16,832
80 5.752 4.070 1.682 35.5% 0.153 3.2% 40% False False 13,836
100 5.951 4.070 1.881 39.7% 0.150 3.2% 35% False False 11,572
120 6.111 4.070 2.041 43.1% 0.155 3.3% 33% False False 10,131
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.579
2.618 5.314
1.618 5.152
1.000 5.052
0.618 4.990
HIGH 4.890
0.618 4.828
0.500 4.809
0.382 4.790
LOW 4.728
0.618 4.628
1.000 4.566
1.618 4.466
2.618 4.304
4.250 4.040
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 4.809 4.879
PP 4.785 4.831
S1 4.760 4.784

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

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