NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 5.566 5.660 0.094 1.7% 5.656
High 5.607 5.661 0.054 1.0% 5.785
Low 5.516 5.590 0.074 1.3% 5.487
Close 5.566 5.660 0.094 1.7% 5.735
Range 0.091 0.071 -0.020 -22.0% 0.298
ATR 0.174 0.168 -0.006 -3.2% 0.000
Volume 4,577 3,886 -691 -15.1% 10,850
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.850 5.826 5.699
R3 5.779 5.755 5.680
R2 5.708 5.708 5.673
R1 5.684 5.684 5.667 5.696
PP 5.637 5.637 5.637 5.643
S1 5.613 5.613 5.653 5.625
S2 5.566 5.566 5.647
S3 5.495 5.542 5.640
S4 5.424 5.471 5.621
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 5.516 0.348 6.1% 0.140 2.5% 41% False False 3,536
10 5.864 5.370 0.494 8.7% 0.143 2.5% 59% False False 2,873
20 5.960 5.370 0.590 10.4% 0.140 2.5% 49% False False 2,506
40 6.111 5.370 0.741 13.1% 0.156 2.8% 39% False False 2,753
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 5.963
2.618 5.847
1.618 5.776
1.000 5.732
0.618 5.705
HIGH 5.661
0.618 5.634
0.500 5.626
0.382 5.617
LOW 5.590
0.618 5.546
1.000 5.519
1.618 5.475
2.618 5.404
4.250 5.288
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 5.649 5.640
PP 5.637 5.619
S1 5.626 5.599

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

View Archives - Comment on this page... - Back to Index of Symbols