NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 5.172 5.098 -0.074 -1.4% 5.068
High 5.180 5.135 -0.045 -0.9% 5.219
Low 5.090 5.057 -0.033 -0.6% 5.009
Close 5.127 5.114 -0.013 -0.3% 5.127
Range 0.090 0.078 -0.012 -13.3% 0.210
ATR 0.131 0.127 -0.004 -2.9% 0.000
Volume 10,624 6,419 -4,205 -39.6% 46,038
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.336 5.303 5.157
R3 5.258 5.225 5.135
R2 5.180 5.180 5.128
R1 5.147 5.147 5.121 5.164
PP 5.102 5.102 5.102 5.110
S1 5.069 5.069 5.107 5.086
S2 5.024 5.024 5.100
S3 4.946 4.991 5.093
S4 4.868 4.913 5.071
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.748 5.648 5.243
R3 5.538 5.438 5.185
R2 5.328 5.328 5.166
R1 5.228 5.228 5.146 5.278
PP 5.118 5.118 5.118 5.144
S1 5.018 5.018 5.108 5.068
S2 4.908 4.908 5.089
S3 4.698 4.808 5.069
S4 4.488 4.598 5.012
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% 0.103 2.0% 50% False False 8,896
10 5.219 4.946 0.273 5.3% 0.113 2.2% 62% False False 9,615
20 5.535 4.946 0.589 11.5% 0.133 2.6% 29% False False 9,144
40 5.762 4.946 0.816 16.0% 0.139 2.7% 21% False False 8,314
60 5.762 4.946 0.816 16.0% 0.132 2.6% 21% False False 7,320
80 5.762 4.946 0.816 16.0% 0.139 2.7% 21% False False 6,392
100 5.831 4.946 0.885 17.3% 0.132 2.6% 19% False False 5,645
120 6.573 4.946 1.627 31.8% 0.130 2.5% 10% False False 5,020
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.030
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.467
2.618 5.339
1.618 5.261
1.000 5.213
0.618 5.183
HIGH 5.135
0.618 5.105
0.500 5.096
0.382 5.087
LOW 5.057
0.618 5.009
1.000 4.979
1.618 4.931
2.618 4.853
4.250 4.726
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 5.108 5.138
PP 5.102 5.130
S1 5.096 5.122

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

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