NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 4.925 5.040 0.115 2.3% 5.210
High 5.206 5.166 -0.040 -0.8% 5.245
Low 4.900 4.960 0.060 1.2% 4.864
Close 5.158 5.040 -0.118 -2.3% 5.040
Range 0.306 0.206 -0.100 -32.7% 0.381
ATR 0.165 0.168 0.003 1.8% 0.000
Volume 14,281 16,940 2,659 18.6% 52,976
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.673 5.563 5.153
R3 5.467 5.357 5.097
R2 5.261 5.261 5.078
R1 5.151 5.151 5.059 5.143
PP 5.055 5.055 5.055 5.052
S1 4.945 4.945 5.021 4.937
S2 4.849 4.849 5.002
S3 4.643 4.739 4.983
S4 4.437 4.533 4.927
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.193 5.997 5.250
R3 5.812 5.616 5.145
R2 5.431 5.431 5.110
R1 5.235 5.235 5.075 5.143
PP 5.050 5.050 5.050 5.003
S1 4.854 4.854 5.005 4.762
S2 4.669 4.669 4.970
S3 4.288 4.473 4.935
S4 3.907 4.092 4.830
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.245 4.864 0.381 7.6% 0.183 3.6% 46% False False 10,595
10 5.507 4.864 0.643 12.8% 0.170 3.4% 27% False False 8,666
20 5.534 4.864 0.670 13.3% 0.158 3.1% 26% False False 9,481
40 5.534 4.647 0.887 17.6% 0.148 2.9% 44% False False 7,743
60 5.534 4.647 0.887 17.6% 0.144 2.8% 44% False False 6,038
80 5.534 4.647 0.887 17.6% 0.137 2.7% 44% False False 5,147
100 6.170 4.647 1.523 30.2% 0.132 2.6% 26% False False 4,422
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.042
2.618 5.705
1.618 5.499
1.000 5.372
0.618 5.293
HIGH 5.166
0.618 5.087
0.500 5.063
0.382 5.039
LOW 4.960
0.618 4.833
1.000 4.754
1.618 4.627
2.618 4.421
4.250 4.085
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 5.063 5.038
PP 5.055 5.037
S1 5.048 5.035

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

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