NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 5.665 5.642 -0.023 -0.4% 5.656
High 5.785 5.864 0.079 1.4% 5.785
Low 5.622 5.640 0.018 0.3% 5.487
Close 5.735 5.642 -0.093 -1.6% 5.735
Range 0.163 0.224 0.061 37.4% 0.298
ATR 0.179 0.183 0.003 1.8% 0.000
Volume 2,330 4,364 2,034 87.3% 10,850
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.387 6.239 5.765
R3 6.163 6.015 5.704
R2 5.939 5.939 5.683
R1 5.791 5.791 5.663 5.754
PP 5.715 5.715 5.715 5.697
S1 5.567 5.567 5.621 5.530
S2 5.491 5.491 5.601
S3 5.267 5.343 5.580
S4 5.043 5.119 5.519
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.563 6.447 5.899
R3 6.265 6.149 5.817
R2 5.967 5.967 5.790
R1 5.851 5.851 5.762 5.909
PP 5.669 5.669 5.669 5.698
S1 5.553 5.553 5.708 5.611
S2 5.371 5.371 5.680
S3 5.073 5.255 5.653
S4 4.775 4.957 5.571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.864 5.487 0.377 6.7% 0.165 2.9% 41% True False 2,673
10 5.864 5.370 0.494 8.8% 0.153 2.7% 55% True False 2,494
20 5.960 5.370 0.590 10.5% 0.150 2.7% 46% False False 2,249
40 6.111 5.320 0.791 14.0% 0.166 2.9% 41% False False 2,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6.816
2.618 6.450
1.618 6.226
1.000 6.088
0.618 6.002
HIGH 5.864
0.618 5.778
0.500 5.752
0.382 5.726
LOW 5.640
0.618 5.502
1.000 5.416
1.618 5.278
2.618 5.054
4.250 4.688
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 5.752 5.676
PP 5.715 5.664
S1 5.679 5.653

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

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