NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 5.204 5.176 -0.028 -0.5% 5.325
High 5.204 5.179 -0.025 -0.5% 5.447
Low 5.133 5.050 -0.083 -1.6% 5.094
Close 5.157 5.059 -0.098 -1.9% 5.181
Range 0.071 0.129 0.058 81.7% 0.353
ATR 0.145 0.144 -0.001 -0.8% 0.000
Volume 9,362 7,164 -2,198 -23.5% 39,734
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.483 5.400 5.130
R3 5.354 5.271 5.094
R2 5.225 5.225 5.083
R1 5.142 5.142 5.071 5.119
PP 5.096 5.096 5.096 5.085
S1 5.013 5.013 5.047 4.990
S2 4.967 4.967 5.035
S3 4.838 4.884 5.024
S4 4.709 4.755 4.988
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.300 6.093 5.375
R3 5.947 5.740 5.278
R2 5.594 5.594 5.246
R1 5.387 5.387 5.213 5.314
PP 5.241 5.241 5.241 5.204
S1 5.034 5.034 5.149 4.961
S2 4.888 4.888 5.116
S3 4.535 4.681 5.084
S4 4.182 4.328 4.987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.373 5.050 0.323 6.4% 0.121 2.4% 3% False True 9,717
10 5.447 5.050 0.397 7.8% 0.154 3.0% 2% False True 9,093
20 5.762 5.050 0.712 14.1% 0.147 2.9% 1% False True 7,792
40 5.762 5.026 0.736 14.5% 0.143 2.8% 4% False False 7,304
60 5.762 5.026 0.736 14.5% 0.137 2.7% 4% False False 6,270
80 5.762 5.026 0.736 14.5% 0.138 2.7% 4% False False 5,632
100 6.110 5.026 1.084 21.4% 0.131 2.6% 3% False False 4,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.727
2.618 5.517
1.618 5.388
1.000 5.308
0.618 5.259
HIGH 5.179
0.618 5.130
0.500 5.115
0.382 5.099
LOW 5.050
0.618 4.970
1.000 4.921
1.618 4.841
2.618 4.712
4.250 4.502
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 5.115 5.130
PP 5.096 5.106
S1 5.078 5.083

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

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