NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 4.226 4.275 0.049 1.2% 4.452
High 4.322 4.308 -0.014 -0.3% 4.548
Low 4.186 4.196 0.010 0.2% 4.257
Close 4.267 4.239 -0.028 -0.7% 4.328
Range 0.136 0.112 -0.024 -17.6% 0.291
ATR 0.167 0.163 -0.004 -2.3% 0.000
Volume 93,235 75,919 -17,316 -18.6% 579,423
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.584 4.523 4.301
R3 4.472 4.411 4.270
R2 4.360 4.360 4.260
R1 4.299 4.299 4.249 4.274
PP 4.248 4.248 4.248 4.235
S1 4.187 4.187 4.229 4.162
S2 4.136 4.136 4.218
S3 4.024 4.075 4.208
S4 3.912 3.963 4.177
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.251 5.080 4.488
R3 4.960 4.789 4.408
R2 4.669 4.669 4.381
R1 4.498 4.498 4.355 4.438
PP 4.378 4.378 4.378 4.348
S1 4.207 4.207 4.301 4.147
S2 4.087 4.087 4.275
S3 3.796 3.916 4.248
S4 3.505 3.625 4.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.363 4.182 0.181 4.3% 0.118 2.8% 31% False False 89,968
10 4.825 4.182 0.643 15.2% 0.155 3.6% 9% False False 108,511
20 5.007 4.182 0.825 19.5% 0.165 3.9% 7% False False 98,760
40 5.007 4.182 0.825 19.5% 0.173 4.1% 7% False False 68,580
60 5.282 4.168 1.114 26.3% 0.183 4.3% 6% False False 55,653
80 5.282 4.140 1.142 26.9% 0.175 4.1% 9% False False 45,566
100 5.282 4.140 1.142 26.9% 0.175 4.1% 9% False False 38,066
120 5.282 4.140 1.142 26.9% 0.164 3.9% 9% False False 32,542
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.784
2.618 4.601
1.618 4.489
1.000 4.420
0.618 4.377
HIGH 4.308
0.618 4.265
0.500 4.252
0.382 4.239
LOW 4.196
0.618 4.127
1.000 4.084
1.618 4.015
2.618 3.903
4.250 3.720
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 4.252 4.266
PP 4.248 4.257
S1 4.243 4.248

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

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