NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 4.693 4.718 0.025 0.5% 4.586
High 4.880 4.892 0.012 0.2% 4.750
Low 4.679 4.716 0.037 0.8% 4.504
Close 4.743 4.848 0.105 2.2% 4.600
Range 0.201 0.176 -0.025 -12.4% 0.246
ATR 0.165 0.166 0.001 0.5% 0.000
Volume 28,718 63,599 34,881 121.5% 154,362
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.347 5.273 4.945
R3 5.171 5.097 4.896
R2 4.995 4.995 4.880
R1 4.921 4.921 4.864 4.958
PP 4.819 4.819 4.819 4.837
S1 4.745 4.745 4.832 4.782
S2 4.643 4.643 4.816
S3 4.467 4.569 4.800
S4 4.291 4.393 4.751
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.356 5.224 4.735
R3 5.110 4.978 4.668
R2 4.864 4.864 4.645
R1 4.732 4.732 4.623 4.798
PP 4.618 4.618 4.618 4.651
S1 4.486 4.486 4.577 4.552
S2 4.372 4.372 4.555
S3 4.126 4.240 4.532
S4 3.880 3.994 4.465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.892 4.536 0.356 7.3% 0.138 2.8% 88% True False 32,827
10 4.892 4.504 0.388 8.0% 0.144 3.0% 89% True False 33,519
20 5.004 4.358 0.646 13.3% 0.171 3.5% 76% False False 33,941
40 5.345 4.358 0.987 20.4% 0.181 3.7% 50% False False 30,866
60 5.345 4.115 1.230 25.4% 0.174 3.6% 60% False False 26,996
80 5.345 4.115 1.230 25.4% 0.169 3.5% 60% False False 23,562
100 5.345 4.115 1.230 25.4% 0.163 3.4% 60% False False 21,399
120 6.000 4.115 1.885 38.9% 0.157 3.2% 39% False False 19,412
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 False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.640
2.618 5.353
1.618 5.177
1.000 5.068
0.618 5.001
HIGH 4.892
0.618 4.825
0.500 4.804
0.382 4.783
LOW 4.716
0.618 4.607
1.000 4.540
1.618 4.431
2.618 4.255
4.250 3.968
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 4.833 4.816
PP 4.819 4.785
S1 4.804 4.753

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.