NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 5.152 5.174 0.022 0.4% 5.155
High 5.240 5.261 0.021 0.4% 5.261
Low 5.135 5.168 0.033 0.6% 5.100
Close 5.196 5.253 0.057 1.1% 5.253
Range 0.105 0.093 -0.012 -11.4% 0.161
ATR 0.109 0.108 -0.001 -1.0% 0.000
Volume 13,323 8,382 -4,941 -37.1% 29,952
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.506 5.473 5.304
R3 5.413 5.380 5.279
R2 5.320 5.320 5.270
R1 5.287 5.287 5.262 5.304
PP 5.227 5.227 5.227 5.236
S1 5.194 5.194 5.244 5.211
S2 5.134 5.134 5.236
S3 5.041 5.101 5.227
S4 4.948 5.008 5.202
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.688 5.631 5.342
R3 5.527 5.470 5.297
R2 5.366 5.366 5.283
R1 5.309 5.309 5.268 5.338
PP 5.205 5.205 5.205 5.219
S1 5.148 5.148 5.238 5.177
S2 5.044 5.044 5.223
S3 4.883 4.987 5.209
S4 4.722 4.826 5.164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.261 5.100 0.161 3.1% 0.095 1.8% 95% True False 5,990
10 5.261 5.065 0.196 3.7% 0.087 1.7% 96% True False 4,525
20 5.458 5.034 0.424 8.1% 0.103 2.0% 52% False False 4,557
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.656
2.618 5.504
1.618 5.411
1.000 5.354
0.618 5.318
HIGH 5.261
0.618 5.225
0.500 5.215
0.382 5.204
LOW 5.168
0.618 5.111
1.000 5.075
1.618 5.018
2.618 4.925
4.250 4.773
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 5.240 5.233
PP 5.227 5.214
S1 5.215 5.194

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

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