NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 4.660 4.662 0.002 0.0% 4.851
High 4.900 4.780 -0.120 -2.4% 4.923
Low 4.654 4.555 -0.099 -2.1% 4.477
Close 4.682 4.565 -0.117 -2.5% 4.687
Range 0.246 0.225 -0.021 -8.5% 0.446
ATR 0.214 0.215 0.001 0.4% 0.000
Volume 95,150 111,455 16,305 17.1% 466,187
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.308 5.162 4.689
R3 5.083 4.937 4.627
R2 4.858 4.858 4.606
R1 4.712 4.712 4.586 4.673
PP 4.633 4.633 4.633 4.614
S1 4.487 4.487 4.544 4.448
S2 4.408 4.408 4.524
S3 4.183 4.262 4.503
S4 3.958 4.037 4.441
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 9.8% 0.256 5.6% 20% False False 107,219
10 4.934 4.477 0.457 10.0% 0.210 4.6% 19% False False 82,703
20 5.249 4.477 0.772 16.9% 0.205 4.5% 11% False False 68,416
40 5.249 4.108 1.141 25.0% 0.195 4.3% 40% False False 47,003
60 5.249 4.070 1.179 25.8% 0.184 4.0% 42% False False 35,980
80 5.249 4.070 1.179 25.8% 0.176 3.8% 42% False False 29,032
100 5.752 4.070 1.682 36.8% 0.164 3.6% 29% False False 24,165
120 5.960 4.070 1.890 41.4% 0.160 3.5% 26% False False 20,555
Crabel Price Patterns
NR True
NR4 True
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 0.052
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.736
2.618 5.369
1.618 5.144
1.000 5.005
0.618 4.919
HIGH 4.780
0.618 4.694
0.500 4.668
0.382 4.641
LOW 4.555
0.618 4.416
1.000 4.330
1.618 4.191
2.618 3.966
4.250 3.599
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 4.668 4.728
PP 4.633 4.673
S1 4.599 4.619

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.