NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 5.040 5.080 0.040 0.8% 5.210
High 5.166 5.208 0.042 0.8% 5.245
Low 4.960 5.029 0.069 1.4% 4.864
Close 5.040 5.040 0.000 0.0% 5.040
Range 0.206 0.179 -0.027 -13.1% 0.381
ATR 0.168 0.168 0.001 0.5% 0.000
Volume 16,940 14,249 -2,691 -15.9% 52,976
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.629 5.514 5.138
R3 5.450 5.335 5.089
R2 5.271 5.271 5.073
R1 5.156 5.156 5.056 5.124
PP 5.092 5.092 5.092 5.077
S1 4.977 4.977 5.024 4.945
S2 4.913 4.913 5.007
S3 4.734 4.798 4.991
S4 4.555 4.619 4.942
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 5.208 4.864 0.344 6.8% 0.193 3.8% 51% True False 12,531
10 5.283 4.864 0.419 8.3% 0.157 3.1% 42% False False 9,640
20 5.534 4.864 0.670 13.3% 0.155 3.1% 26% False False 9,603
40 5.534 4.647 0.887 17.6% 0.150 3.0% 44% False False 7,961
60 5.534 4.647 0.887 17.6% 0.144 2.9% 44% False False 6,230
80 5.534 4.647 0.887 17.6% 0.138 2.7% 44% False False 5,297
100 6.170 4.647 1.523 30.2% 0.133 2.6% 26% False False 4,554
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 0.037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.969
2.618 5.677
1.618 5.498
1.000 5.387
0.618 5.319
HIGH 5.208
0.618 5.140
0.500 5.119
0.382 5.097
LOW 5.029
0.618 4.918
1.000 4.850
1.618 4.739
2.618 4.560
4.250 4.268
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 5.119 5.054
PP 5.092 5.049
S1 5.066 5.045

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

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