NYMEX Natural Gas Future October 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 4.575 4.586 0.011 0.2% 4.530
High 4.717 4.598 -0.119 -2.5% 4.717
Low 4.529 4.515 -0.014 -0.3% 4.358
Close 4.575 4.556 -0.019 -0.4% 4.575
Range 0.188 0.083 -0.105 -55.9% 0.359
ATR 0.187 0.180 -0.007 -4.0% 0.000
Volume 49,525 28,376 -21,149 -42.7% 178,272
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.805 4.764 4.602
R3 4.722 4.681 4.579
R2 4.639 4.639 4.571
R1 4.598 4.598 4.564 4.577
PP 4.556 4.556 4.556 4.546
S1 4.515 4.515 4.548 4.494
S2 4.473 4.473 4.541
S3 4.390 4.432 4.533
S4 4.307 4.349 4.510
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.627 5.460 4.772
R3 5.268 5.101 4.674
R2 4.909 4.909 4.641
R1 4.742 4.742 4.608 4.826
PP 4.550 4.550 4.550 4.592
S1 4.383 4.383 4.542 4.467
S2 4.191 4.191 4.509
S3 3.832 4.024 4.476
S4 3.473 3.665 4.378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.717 4.358 0.359 7.9% 0.165 3.6% 55% False False 35,002
10 4.975 4.358 0.617 13.5% 0.168 3.7% 32% False False 34,778
20 5.310 4.358 0.952 20.9% 0.184 4.0% 21% False False 29,553
40 5.345 4.270 1.075 23.6% 0.181 4.0% 27% False False 27,846
60 5.345 4.115 1.230 27.0% 0.175 3.9% 36% False False 24,616
80 5.345 4.115 1.230 27.0% 0.173 3.8% 36% False False 21,899
100 5.345 4.115 1.230 27.0% 0.160 3.5% 36% False False 19,584
120 6.000 4.115 1.885 41.4% 0.157 3.5% 23% False False 17,790
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 0.041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.951
2.618 4.815
1.618 4.732
1.000 4.681
0.618 4.649
HIGH 4.598
0.618 4.566
0.500 4.557
0.382 4.547
LOW 4.515
0.618 4.464
1.000 4.432
1.618 4.381
2.618 4.298
4.250 4.162
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 4.557 4.550
PP 4.556 4.544
S1 4.556 4.538

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

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