NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 5.111 5.093 -0.018 -0.4% 5.204
High 5.156 5.219 0.063 1.2% 5.204
Low 5.055 5.085 0.030 0.6% 4.946
Close 5.093 5.172 0.079 1.6% 5.090
Range 0.101 0.134 0.033 32.7% 0.258
ATR 0.134 0.134 0.000 0.0% 0.000
Volume 6,660 12,770 6,110 91.7% 53,060
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.561 5.500 5.246
R3 5.427 5.366 5.209
R2 5.293 5.293 5.197
R1 5.232 5.232 5.184 5.263
PP 5.159 5.159 5.159 5.174
S1 5.098 5.098 5.160 5.129
S2 5.025 5.025 5.147
S3 4.891 4.964 5.135
S4 4.757 4.830 5.098
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 5.219 5.009 0.210 4.1% 0.108 2.1% 78% True False 10,040
10 5.219 4.946 0.273 5.3% 0.112 2.2% 83% True False 10,078
20 5.570 4.946 0.624 12.1% 0.134 2.6% 36% False False 8,897
40 5.762 4.946 0.816 15.8% 0.141 2.7% 28% False False 8,069
60 5.762 4.946 0.816 15.8% 0.136 2.6% 28% False False 7,127
80 5.762 4.946 0.816 15.8% 0.140 2.7% 28% False False 6,262
100 5.846 4.946 0.900 17.4% 0.132 2.5% 25% False False 5,528
120 6.573 4.946 1.627 31.5% 0.131 2.5% 14% False False 4,911
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.789
2.618 5.570
1.618 5.436
1.000 5.353
0.618 5.302
HIGH 5.219
0.618 5.168
0.500 5.152
0.382 5.136
LOW 5.085
0.618 5.002
1.000 4.951
1.618 4.868
2.618 4.734
4.250 4.516
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 5.165 5.153
PP 5.159 5.133
S1 5.152 5.114

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

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