NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 4.664 4.736 0.072 1.5% 4.541
High 4.756 4.825 0.069 1.5% 4.937
Low 4.632 4.556 -0.076 -1.6% 4.491
Close 4.737 4.598 -0.139 -2.9% 4.923
Range 0.124 0.269 0.145 116.9% 0.446
ATR 0.181 0.187 0.006 3.5% 0.000
Volume 91,011 136,631 45,620 50.1% 461,877
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.467 5.301 4.746
R3 5.198 5.032 4.672
R2 4.929 4.929 4.647
R1 4.763 4.763 4.623 4.712
PP 4.660 4.660 4.660 4.634
S1 4.494 4.494 4.573 4.443
S2 4.391 4.391 4.549
S3 4.122 4.225 4.524
S4 3.853 3.956 4.450
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 4.556 0.451 9.8% 0.214 4.7% 9% False True 112,728
10 5.007 4.491 0.516 11.2% 0.181 3.9% 21% False False 96,645
20 5.007 4.290 0.717 15.6% 0.170 3.7% 43% False False 76,106
40 5.282 4.290 0.992 21.6% 0.188 4.1% 31% False False 51,859
60 5.282 4.168 1.114 24.2% 0.185 4.0% 39% False False 42,560
80 5.282 4.140 1.142 24.8% 0.176 3.8% 40% False False 34,564
100 5.282 4.140 1.142 24.8% 0.172 3.7% 40% False False 29,001
120 5.789 4.140 1.649 35.9% 0.163 3.5% 28% False False 24,877
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.968
2.618 5.529
1.618 5.260
1.000 5.094
0.618 4.991
HIGH 4.825
0.618 4.722
0.500 4.691
0.382 4.659
LOW 4.556
0.618 4.390
1.000 4.287
1.618 4.121
2.618 3.852
4.250 3.413
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 4.691 4.691
PP 4.660 4.660
S1 4.629 4.629

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

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