NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 5.117 5.209 0.092 1.8% 4.860
High 5.245 5.249 0.004 0.1% 5.044
Low 5.076 5.016 -0.060 -1.2% 4.687
Close 5.240 5.031 -0.209 -4.0% 4.833
Range 0.169 0.233 0.064 37.9% 0.357
ATR 0.194 0.197 0.003 1.4% 0.000
Volume 57,717 61,139 3,422 5.9% 257,228
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.798 5.647 5.159
R3 5.565 5.414 5.095
R2 5.332 5.332 5.074
R1 5.181 5.181 5.052 5.140
PP 5.099 5.099 5.099 5.078
S1 4.948 4.948 5.010 4.907
S2 4.866 4.866 4.988
S3 4.633 4.715 4.967
S4 4.400 4.482 4.903
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.926 5.736 5.029
R3 5.569 5.379 4.931
R2 5.212 5.212 4.898
R1 5.022 5.022 4.866 4.939
PP 4.855 4.855 4.855 4.813
S1 4.665 4.665 4.800 4.582
S2 4.498 4.498 4.768
S3 4.141 4.308 4.735
S4 3.784 3.951 4.637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.249 4.687 0.562 11.2% 0.177 3.5% 61% True False 51,513
10 5.249 4.440 0.809 16.1% 0.223 4.4% 73% True False 49,681
20 5.249 4.108 1.141 22.7% 0.192 3.8% 81% True False 34,887
40 5.249 4.070 1.179 23.4% 0.176 3.5% 82% True False 25,467
60 5.249 4.070 1.179 23.4% 0.172 3.4% 82% True False 20,691
80 5.249 4.070 1.179 23.4% 0.156 3.1% 82% True False 16,772
100 5.940 4.070 1.870 37.2% 0.153 3.0% 51% False False 14,057
120 6.111 4.070 2.041 40.6% 0.154 3.1% 47% False False 12,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.239
2.618 5.859
1.618 5.626
1.000 5.482
0.618 5.393
HIGH 5.249
0.618 5.160
0.500 5.133
0.382 5.105
LOW 5.016
0.618 4.872
1.000 4.783
1.618 4.639
2.618 4.406
4.250 4.026
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 5.133 5.084
PP 5.099 5.066
S1 5.065 5.049

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

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