NYMEX Natural Gas Future August 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 4.830 4.660 -0.170 -3.5% 4.851
High 4.871 4.900 0.029 0.6% 4.923
Low 4.613 4.654 0.041 0.9% 4.477
Close 4.687 4.682 -0.005 -0.1% 4.687
Range 0.258 0.246 -0.012 -4.7% 0.446
ATR 0.212 0.214 0.002 1.1% 0.000
Volume 138,080 95,150 -42,930 -31.1% 466,187
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.483 5.329 4.817
R3 5.237 5.083 4.750
R2 4.991 4.991 4.727
R1 4.837 4.837 4.705 4.914
PP 4.745 4.745 4.745 4.784
S1 4.591 4.591 4.659 4.668
S2 4.499 4.499 4.637
S3 4.253 4.345 4.614
S4 4.007 4.099 4.547
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.034 5.806 4.932
R3 5.588 5.360 4.810
R2 5.142 5.142 4.769
R1 4.914 4.914 4.728 4.805
PP 4.696 4.696 4.696 4.641
S1 4.468 4.468 4.646 4.359
S2 4.250 4.250 4.605
S3 3.804 4.022 4.564
S4 3.358 3.576 4.442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.923 4.477 0.446 9.5% 0.257 5.5% 46% False False 100,593
10 4.934 4.477 0.457 9.8% 0.208 4.4% 45% False False 76,929
20 5.249 4.477 0.772 16.5% 0.206 4.4% 27% False False 65,441
40 5.249 4.108 1.141 24.4% 0.194 4.1% 50% False False 44,706
60 5.249 4.070 1.179 25.2% 0.184 3.9% 52% False False 34,375
80 5.249 4.070 1.179 25.2% 0.174 3.7% 52% False False 27,741
100 5.752 4.070 1.682 35.9% 0.162 3.5% 36% False False 23,090
120 5.960 4.070 1.890 40.4% 0.160 3.4% 32% False False 19,640
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 5.946
2.618 5.544
1.618 5.298
1.000 5.146
0.618 5.052
HIGH 4.900
0.618 4.806
0.500 4.777
0.382 4.748
LOW 4.654
0.618 4.502
1.000 4.408
1.618 4.256
2.618 4.010
4.250 3.609
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 4.777 4.729
PP 4.745 4.713
S1 4.714 4.698

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

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