NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 5.185 5.268 0.083 1.6% 5.370
High 5.345 5.360 0.015 0.3% 5.377
Low 5.136 5.228 0.092 1.8% 5.136
Close 5.322 5.268 -0.054 -1.0% 5.268
Range 0.209 0.132 -0.077 -36.8% 0.241
ATR 0.139 0.139 -0.001 -0.4% 0.000
Volume 14,108 23,894 9,786 69.4% 81,884
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.681 5.607 5.341
R3 5.549 5.475 5.304
R2 5.417 5.417 5.292
R1 5.343 5.343 5.280 5.334
PP 5.285 5.285 5.285 5.281
S1 5.211 5.211 5.256 5.202
S2 5.153 5.153 5.244
S3 5.021 5.079 5.232
S4 4.889 4.947 5.195
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.983 5.867 5.401
R3 5.742 5.626 5.334
R2 5.501 5.501 5.312
R1 5.385 5.385 5.290 5.323
PP 5.260 5.260 5.260 5.229
S1 5.144 5.144 5.246 5.082
S2 5.019 5.019 5.224
S3 4.778 4.903 5.202
S4 4.537 4.662 5.135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.377 5.136 0.241 4.6% 0.122 2.3% 55% False False 16,376
10 5.593 5.136 0.457 8.7% 0.134 2.5% 29% False False 15,876
20 5.949 5.136 0.813 15.4% 0.142 2.7% 16% False False 13,513
40 5.949 5.136 0.813 15.4% 0.137 2.6% 16% False False 12,524
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.921
2.618 5.706
1.618 5.574
1.000 5.492
0.618 5.442
HIGH 5.360
0.618 5.310
0.500 5.294
0.382 5.278
LOW 5.228
0.618 5.146
1.000 5.096
1.618 5.014
2.618 4.882
4.250 4.667
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 5.294 5.261
PP 5.285 5.255
S1 5.277 5.248

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

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