NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 5.491 5.490 -0.001 0.0% 5.485
High 5.542 5.570 0.028 0.5% 5.732
Low 5.440 5.479 0.039 0.7% 5.361
Close 5.479 5.562 0.083 1.5% 5.562
Range 0.102 0.091 -0.011 -10.8% 0.371
ATR 0.144 0.140 -0.004 -2.6% 0.000
Volume 7,588 4,502 -3,086 -40.7% 32,727
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.810 5.777 5.612
R3 5.719 5.686 5.587
R2 5.628 5.628 5.579
R1 5.595 5.595 5.570 5.612
PP 5.537 5.537 5.537 5.545
S1 5.504 5.504 5.554 5.521
S2 5.446 5.446 5.545
S3 5.355 5.413 5.537
S4 5.264 5.322 5.512
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.665 6.484 5.766
R3 6.294 6.113 5.664
R2 5.923 5.923 5.630
R1 5.742 5.742 5.596 5.833
PP 5.552 5.552 5.552 5.597
S1 5.371 5.371 5.528 5.462
S2 5.181 5.181 5.494
S3 4.810 5.000 5.460
S4 4.439 4.629 5.358
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.732 5.361 0.371 6.7% 0.149 2.7% 54% False False 6,545
10 5.762 5.361 0.401 7.2% 0.138 2.5% 50% False False 6,719
20 5.762 5.145 0.617 11.1% 0.145 2.6% 68% False False 7,484
40 5.762 5.026 0.736 13.2% 0.132 2.4% 73% False False 6,408
60 5.762 5.026 0.736 13.2% 0.140 2.5% 73% False False 5,474
80 5.831 5.026 0.805 14.5% 0.132 2.4% 67% False False 4,770
100 6.573 5.026 1.547 27.8% 0.130 2.3% 35% False False 4,195
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.957
2.618 5.808
1.618 5.717
1.000 5.661
0.618 5.626
HIGH 5.570
0.618 5.535
0.500 5.525
0.382 5.514
LOW 5.479
0.618 5.423
1.000 5.388
1.618 5.332
2.618 5.241
4.250 5.092
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 5.550 5.540
PP 5.537 5.518
S1 5.525 5.496

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

View Archives - Comment on this page... - Back to Index of Symbols