NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 5.144 5.068 -0.076 -1.5% 5.204
High 5.178 5.093 -0.085 -1.6% 5.204
Low 5.045 5.032 -0.013 -0.3% 4.946
Close 5.090 5.068 -0.022 -0.4% 5.090
Range 0.133 0.061 -0.072 -54.1% 0.258
ATR 0.144 0.138 -0.006 -4.1% 0.000
Volume 14,787 7,976 -6,811 -46.1% 53,060
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.247 5.219 5.102
R3 5.186 5.158 5.085
R2 5.125 5.125 5.079
R1 5.097 5.097 5.074 5.099
PP 5.064 5.064 5.064 5.065
S1 5.036 5.036 5.062 5.038
S2 5.003 5.003 5.057
S3 4.942 4.975 5.051
S4 4.881 4.914 5.034
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.854 5.730 5.232
R3 5.596 5.472 5.161
R2 5.338 5.338 5.137
R1 5.214 5.214 5.114 5.147
PP 5.080 5.080 5.080 5.047
S1 4.956 4.956 5.066 4.889
S2 4.822 4.822 5.043
S3 4.564 4.698 5.019
S4 4.306 4.440 4.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.179 4.946 0.233 4.6% 0.123 2.4% 52% False False 10,334
10 5.447 4.946 0.501 9.9% 0.127 2.5% 24% False False 10,077
20 5.732 4.946 0.786 15.5% 0.144 2.8% 16% False False 8,557
40 5.762 4.946 0.816 16.1% 0.141 2.8% 15% False False 7,640
60 5.762 4.946 0.816 16.1% 0.137 2.7% 15% False False 6,837
80 5.762 4.946 0.816 16.1% 0.139 2.8% 15% False False 6,017
100 5.953 4.946 1.007 19.9% 0.131 2.6% 12% False False 5,290
120 6.573 4.946 1.627 32.1% 0.132 2.6% 7% False False 4,735
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 5.352
2.618 5.253
1.618 5.192
1.000 5.154
0.618 5.131
HIGH 5.093
0.618 5.070
0.500 5.063
0.382 5.055
LOW 5.032
0.618 4.994
1.000 4.971
1.618 4.933
2.618 4.872
4.250 4.773
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 5.066 5.066
PP 5.064 5.064
S1 5.063 5.062

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

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