NYMEX Natural Gas Future January 2011


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 5.370 5.246 -0.124 -2.3% 5.470
High 5.377 5.348 -0.029 -0.5% 5.593
Low 5.310 5.227 -0.083 -1.6% 5.260
Close 5.334 5.246 -0.088 -1.6% 5.352
Range 0.067 0.121 0.054 80.6% 0.333
ATR 0.139 0.138 -0.001 -0.9% 0.000
Volume 13,799 10,498 -3,301 -23.9% 58,100
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.637 5.562 5.313
R3 5.516 5.441 5.279
R2 5.395 5.395 5.268
R1 5.320 5.320 5.257 5.307
PP 5.274 5.274 5.274 5.267
S1 5.199 5.199 5.235 5.186
S2 5.153 5.153 5.224
S3 5.032 5.078 5.213
S4 4.911 4.957 5.179
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.401 6.209 5.535
R3 6.068 5.876 5.444
R2 5.735 5.735 5.413
R1 5.543 5.543 5.383 5.473
PP 5.402 5.402 5.402 5.366
S1 5.210 5.210 5.321 5.140
S2 5.069 5.069 5.291
S3 4.736 4.877 5.260
S4 4.403 4.544 5.169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.519 5.227 0.292 5.6% 0.117 2.2% 7% False True 14,369
10 5.624 5.227 0.397 7.6% 0.145 2.8% 5% False True 13,839
20 5.949 5.227 0.722 13.8% 0.139 2.6% 3% False True 13,005
40 5.949 5.227 0.722 13.8% 0.137 2.6% 3% False True 12,175
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 0.021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.862
2.618 5.665
1.618 5.544
1.000 5.469
0.618 5.423
HIGH 5.348
0.618 5.302
0.500 5.288
0.382 5.273
LOW 5.227
0.618 5.152
1.000 5.106
1.618 5.031
2.618 4.910
4.250 4.713
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 5.288 5.302
PP 5.274 5.283
S1 5.260 5.265

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

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