NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 4.905 4.840 -0.065 -1.3% 4.849
High 4.921 4.905 -0.016 -0.3% 4.921
Low 4.810 4.806 -0.004 -0.1% 4.746
Close 4.905 4.840 -0.065 -1.3% 4.840
Range 0.111 0.099 -0.012 -10.8% 0.175
ATR 0.148 0.145 -0.004 -2.4% 0.000
Volume 18,808 14,924 -3,884 -20.7% 71,495
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.147 5.093 4.894
R3 5.048 4.994 4.867
R2 4.949 4.949 4.858
R1 4.895 4.895 4.849 4.890
PP 4.850 4.850 4.850 4.848
S1 4.796 4.796 4.831 4.791
S2 4.751 4.751 4.822
S3 4.652 4.697 4.813
S4 4.553 4.598 4.786
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.361 5.275 4.936
R3 5.186 5.100 4.888
R2 5.011 5.011 4.872
R1 4.925 4.925 4.856 4.881
PP 4.836 4.836 4.836 4.813
S1 4.750 4.750 4.824 4.706
S2 4.661 4.661 4.808
S3 4.486 4.575 4.792
S4 4.311 4.400 4.744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.921 4.746 0.175 3.6% 0.108 2.2% 54% False False 14,299
10 4.940 4.641 0.299 6.2% 0.126 2.6% 67% False False 16,138
20 5.283 4.641 0.642 13.3% 0.147 3.0% 31% False False 14,740
40 5.534 4.641 0.893 18.5% 0.153 3.2% 22% False False 11,577
60 5.534 4.641 0.893 18.5% 0.144 3.0% 22% False False 9,416
80 5.534 4.641 0.893 18.5% 0.145 3.0% 22% False False 7,713
100 5.534 4.641 0.893 18.5% 0.135 2.8% 22% False False 6,600
120 6.280 4.641 1.639 33.9% 0.133 2.7% 12% False False 5,707
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.326
2.618 5.164
1.618 5.065
1.000 5.004
0.618 4.966
HIGH 4.905
0.618 4.867
0.500 4.856
0.382 4.844
LOW 4.806
0.618 4.745
1.000 4.707
1.618 4.646
2.618 4.547
4.250 4.385
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 4.856 4.851
PP 4.850 4.847
S1 4.845 4.844

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

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