NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 4.953 4.912 -0.041 -0.8% 5.195
High 5.008 5.028 0.020 0.4% 5.310
Low 4.872 4.909 0.037 0.8% 4.847
Close 4.913 5.013 0.100 2.0% 5.013
Range 0.136 0.119 -0.017 -12.5% 0.463
ATR 0.189 0.184 -0.005 -2.7% 0.000
Volume 24,011 15,278 -8,733 -36.4% 111,753
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.340 5.296 5.078
R3 5.221 5.177 5.046
R2 5.102 5.102 5.035
R1 5.058 5.058 5.024 5.080
PP 4.983 4.983 4.983 4.995
S1 4.939 4.939 5.002 4.961
S2 4.864 4.864 4.991
S3 4.745 4.820 4.980
S4 4.626 4.701 4.948
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.446 6.192 5.268
R3 5.983 5.729 5.140
R2 5.520 5.520 5.098
R1 5.266 5.266 5.055 5.162
PP 5.057 5.057 5.057 5.004
S1 4.803 4.803 4.971 4.699
S2 4.594 4.594 4.928
S3 4.131 4.340 4.886
S4 3.668 3.877 4.758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.310 4.847 0.463 9.2% 0.188 3.7% 36% False False 22,350
10 5.345 4.847 0.498 9.9% 0.183 3.7% 33% False False 24,605
20 5.345 4.460 0.885 17.7% 0.191 3.8% 62% False False 27,901
40 5.345 4.115 1.230 24.5% 0.171 3.4% 73% False False 23,422
60 5.345 4.115 1.230 24.5% 0.174 3.5% 73% False False 20,118
80 5.345 4.115 1.230 24.5% 0.160 3.2% 73% False False 17,965
100 6.000 4.115 1.885 37.6% 0.154 3.1% 48% False False 16,183
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.534
2.618 5.340
1.618 5.221
1.000 5.147
0.618 5.102
HIGH 5.028
0.618 4.983
0.500 4.969
0.382 4.954
LOW 4.909
0.618 4.835
1.000 4.790
1.618 4.716
2.618 4.597
4.250 4.403
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 4.998 4.992
PP 4.983 4.971
S1 4.969 4.950

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

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