NYMEX Natural Gas Future March 2011


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 5.198 5.109 -0.089 -1.7% 5.194
High 5.236 5.139 -0.097 -1.9% 5.248
Low 5.113 5.096 -0.017 -0.3% 5.034
Close 5.150 5.126 -0.024 -0.5% 5.150
Range 0.123 0.043 -0.080 -65.0% 0.214
ATR 0.124 0.119 -0.005 -4.0% 0.000
Volume 6,787 3,906 -2,881 -42.4% 22,426
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.249 5.231 5.150
R3 5.206 5.188 5.138
R2 5.163 5.163 5.134
R1 5.145 5.145 5.130 5.154
PP 5.120 5.120 5.120 5.125
S1 5.102 5.102 5.122 5.111
S2 5.077 5.077 5.118
S3 5.034 5.059 5.114
S4 4.991 5.016 5.102
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.786 5.682 5.268
R3 5.572 5.468 5.209
R2 5.358 5.358 5.189
R1 5.254 5.254 5.170 5.199
PP 5.144 5.144 5.144 5.117
S1 5.040 5.040 5.130 4.985
S2 4.930 4.930 5.111
S3 4.716 4.826 5.091
S4 4.502 4.612 5.032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.238 5.034 0.204 4.0% 0.107 2.1% 45% False False 4,608
10 5.458 5.034 0.424 8.3% 0.109 2.1% 22% False False 4,254
20 5.709 5.034 0.675 13.2% 0.116 2.3% 14% False False 5,012
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 0.018
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 5.322
2.618 5.252
1.618 5.209
1.000 5.182
0.618 5.166
HIGH 5.139
0.618 5.123
0.500 5.118
0.382 5.112
LOW 5.096
0.618 5.069
1.000 5.053
1.618 5.026
2.618 4.983
4.250 4.913
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 5.123 5.135
PP 5.120 5.132
S1 5.118 5.129

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

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