NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 4.719 4.664 -0.055 -1.2% 4.541
High 4.825 4.756 -0.069 -1.4% 4.937
Low 4.625 4.632 0.007 0.2% 4.491
Close 4.639 4.737 0.098 2.1% 4.923
Range 0.200 0.124 -0.076 -38.0% 0.446
ATR 0.185 0.181 -0.004 -2.4% 0.000
Volume 116,848 91,011 -25,837 -22.1% 461,877
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.080 5.033 4.805
R3 4.956 4.909 4.771
R2 4.832 4.832 4.760
R1 4.785 4.785 4.748 4.809
PP 4.708 4.708 4.708 4.720
S1 4.661 4.661 4.726 4.685
S2 4.584 4.584 4.714
S3 4.460 4.537 4.703
S4 4.336 4.413 4.669
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 4.625 0.382 8.1% 0.199 4.2% 29% False False 117,213
10 5.007 4.491 0.516 10.9% 0.175 3.7% 48% False False 89,009
20 5.007 4.290 0.717 15.1% 0.169 3.6% 62% False False 70,927
40 5.282 4.290 0.992 20.9% 0.185 3.9% 45% False False 49,863
60 5.282 4.168 1.114 23.5% 0.182 3.8% 51% False False 40,624
80 5.282 4.140 1.142 24.1% 0.175 3.7% 52% False False 33,001
100 5.282 4.140 1.142 24.1% 0.170 3.6% 52% False False 27,661
120 5.789 4.140 1.649 34.8% 0.162 3.4% 36% False False 23,753
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.283
2.618 5.081
1.618 4.957
1.000 4.880
0.618 4.833
HIGH 4.756
0.618 4.709
0.500 4.694
0.382 4.679
LOW 4.632
0.618 4.555
1.000 4.508
1.618 4.431
2.618 4.307
4.250 4.105
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 4.723 4.816
PP 4.708 4.790
S1 4.694 4.763

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

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