NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 5.006 5.037 0.031 0.6% 5.325
High 5.074 5.165 0.091 1.8% 5.447
Low 4.999 4.946 -0.053 -1.1% 5.094
Close 5.006 5.141 0.135 2.7% 5.181
Range 0.075 0.219 0.144 192.0% 0.353
ATR 0.139 0.145 0.006 4.1% 0.000
Volume 13,785 7,962 -5,823 -42.2% 39,734
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.741 5.660 5.261
R3 5.522 5.441 5.201
R2 5.303 5.303 5.181
R1 5.222 5.222 5.161 5.263
PP 5.084 5.084 5.084 5.104
S1 5.003 5.003 5.121 5.044
S2 4.865 4.865 5.101
S3 4.646 4.784 5.081
S4 4.427 4.565 5.021
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 5.210 4.946 0.264 5.1% 0.116 2.3% 74% False True 10,116
10 5.447 4.946 0.501 9.7% 0.153 3.0% 39% False True 10,006
20 5.747 4.946 0.801 15.6% 0.148 2.9% 24% False True 8,012
40 5.762 4.946 0.816 15.9% 0.143 2.8% 24% False True 7,460
60 5.762 4.946 0.816 15.9% 0.138 2.7% 24% False True 6,539
80 5.762 4.946 0.816 15.9% 0.139 2.7% 24% False True 5,808
100 5.953 4.946 1.007 19.6% 0.131 2.6% 19% False True 5,116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.096
2.618 5.738
1.618 5.519
1.000 5.384
0.618 5.300
HIGH 5.165
0.618 5.081
0.500 5.056
0.382 5.030
LOW 4.946
0.618 4.811
1.000 4.727
1.618 4.592
2.618 4.373
4.250 4.015
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 5.113 5.115
PP 5.084 5.089
S1 5.056 5.063

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

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