NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 4.828 4.988 0.160 3.3% 4.541
High 4.937 5.007 0.070 1.4% 4.937
Low 4.784 4.681 -0.103 -2.2% 4.491
Close 4.923 4.701 -0.222 -4.5% 4.923
Range 0.153 0.326 0.173 113.1% 0.446
ATR 0.173 0.184 0.011 6.3% 0.000
Volume 129,643 89,511 -40,132 -31.0% 461,877
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.774 5.564 4.880
R3 5.448 5.238 4.791
R2 5.122 5.122 4.761
R1 4.912 4.912 4.731 4.854
PP 4.796 4.796 4.796 4.768
S1 4.586 4.586 4.671 4.528
S2 4.470 4.470 4.641
S3 4.144 4.260 4.611
S4 3.818 3.934 4.522
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.122 5.968 5.168
R3 5.676 5.522 5.046
R2 5.230 5.230 5.005
R1 5.076 5.076 4.964 5.153
PP 4.784 4.784 4.784 4.822
S1 4.630 4.630 4.882 4.707
S2 4.338 4.338 4.841
S3 3.892 4.184 4.800
S4 3.446 3.738 4.678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.007 4.575 0.432 9.2% 0.197 4.2% 29% True False 101,639
10 5.007 4.456 0.551 11.7% 0.173 3.7% 44% True False 78,980
20 5.007 4.290 0.717 15.3% 0.175 3.7% 57% True False 63,284
40 5.282 4.290 0.992 21.1% 0.190 4.0% 41% False False 46,994
60 5.282 4.168 1.114 23.7% 0.182 3.9% 48% False False 37,719
80 5.282 4.140 1.142 24.3% 0.176 3.7% 49% False False 30,624
100 5.282 4.140 1.142 24.3% 0.169 3.6% 49% False False 25,797
120 5.789 4.140 1.649 35.1% 0.161 3.4% 34% False False 22,084
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6.393
2.618 5.860
1.618 5.534
1.000 5.333
0.618 5.208
HIGH 5.007
0.618 4.882
0.500 4.844
0.382 4.806
LOW 4.681
0.618 4.480
1.000 4.355
1.618 4.154
2.618 3.828
4.250 3.296
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 4.844 4.843
PP 4.796 4.795
S1 4.749 4.748

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

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