NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 4.614 4.531 -0.083 -1.8% 4.421
High 4.659 4.555 -0.104 -2.2% 4.659
Low 4.472 4.454 -0.018 -0.4% 4.288
Close 4.519 4.510 -0.009 -0.2% 4.519
Range 0.187 0.101 -0.086 -46.0% 0.371
ATR 0.201 0.194 -0.007 -3.6% 0.000
Volume 187,328 113,667 -73,661 -39.3% 529,425
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.809 4.761 4.566
R3 4.708 4.660 4.538
R2 4.607 4.607 4.529
R1 4.559 4.559 4.519 4.533
PP 4.506 4.506 4.506 4.493
S1 4.458 4.458 4.501 4.432
S2 4.405 4.405 4.491
S3 4.304 4.357 4.482
S4 4.203 4.256 4.454
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.602 5.431 4.723
R3 5.231 5.060 4.621
R2 4.860 4.860 4.587
R1 4.689 4.689 4.553 4.775
PP 4.489 4.489 4.489 4.531
S1 4.318 4.318 4.485 4.404
S2 4.118 4.118 4.451
S3 3.747 3.947 4.417
S4 3.376 3.576 4.315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.659 4.288 0.371 8.2% 0.172 3.8% 60% False False 114,097
10 4.900 4.288 0.612 13.6% 0.182 4.0% 36% False False 107,296
20 5.224 4.288 0.936 20.8% 0.200 4.4% 24% False False 89,042
40 5.249 4.108 1.141 25.3% 0.197 4.4% 35% False False 64,188
60 5.249 4.070 1.179 26.1% 0.186 4.1% 37% False False 48,633
80 5.249 4.070 1.179 26.1% 0.183 4.0% 37% False False 39,371
100 5.249 4.070 1.179 26.1% 0.167 3.7% 37% False False 32,521
120 5.864 4.070 1.794 39.8% 0.162 3.6% 25% False False 27,643
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 True
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.984
2.618 4.819
1.618 4.718
1.000 4.656
0.618 4.617
HIGH 4.555
0.618 4.516
0.500 4.505
0.382 4.493
LOW 4.454
0.618 4.392
1.000 4.353
1.618 4.291
2.618 4.190
4.250 4.025
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 4.508 4.498
PP 4.506 4.486
S1 4.505 4.474

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

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