NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 4.586 4.563 -0.023 -0.5% 4.530
High 4.598 4.640 0.042 0.9% 4.717
Low 4.515 4.504 -0.011 -0.2% 4.358
Close 4.556 4.619 0.063 1.4% 4.575
Range 0.083 0.136 0.053 63.9% 0.359
ATR 0.180 0.177 -0.003 -1.7% 0.000
Volume 28,376 24,965 -3,411 -12.0% 178,272
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.996 4.943 4.694
R3 4.860 4.807 4.656
R2 4.724 4.724 4.644
R1 4.671 4.671 4.631 4.698
PP 4.588 4.588 4.588 4.601
S1 4.535 4.535 4.607 4.562
S2 4.452 4.452 4.594
S3 4.316 4.399 4.582
S4 4.180 4.263 4.544
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 7.8% 0.160 3.5% 73% False False 36,081
10 4.863 4.358 0.505 10.9% 0.159 3.4% 52% False False 34,604
20 5.075 4.358 0.717 15.5% 0.174 3.8% 36% False False 29,515
40 5.345 4.270 1.075 23.3% 0.181 3.9% 32% False False 28,012
60 5.345 4.115 1.230 26.6% 0.174 3.8% 41% False False 24,773
80 5.345 4.115 1.230 26.6% 0.172 3.7% 41% False False 22,060
100 5.345 4.115 1.230 26.6% 0.161 3.5% 41% False False 19,765
120 6.000 4.115 1.885 40.8% 0.157 3.4% 27% False False 17,946
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.218
2.618 4.996
1.618 4.860
1.000 4.776
0.618 4.724
HIGH 4.640
0.618 4.588
0.500 4.572
0.382 4.556
LOW 4.504
0.618 4.420
1.000 4.368
1.618 4.284
2.618 4.148
4.250 3.926
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 4.603 4.616
PP 4.588 4.613
S1 4.572 4.611

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.