NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 4.515 4.616 0.101 2.2% 4.421
High 4.617 4.662 0.045 1.0% 4.659
Low 4.466 4.480 0.014 0.3% 4.288
Close 4.590 4.513 -0.077 -1.7% 4.519
Range 0.151 0.182 0.031 20.5% 0.371
ATR 0.191 0.190 -0.001 -0.3% 0.000
Volume 91,179 120,798 29,619 32.5% 529,425
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.098 4.987 4.613
R3 4.916 4.805 4.563
R2 4.734 4.734 4.546
R1 4.623 4.623 4.530 4.588
PP 4.552 4.552 4.552 4.534
S1 4.441 4.441 4.496 4.406
S2 4.370 4.370 4.480
S3 4.188 4.259 4.463
S4 4.006 4.077 4.413
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.602 5.431 4.723
R3 5.231 5.060 4.621
R2 4.860 4.860 4.587
R1 4.689 4.689 4.553 4.775
PP 4.489 4.489 4.489 4.531
S1 4.318 4.318 4.485 4.404
S2 4.118 4.118 4.451
S3 3.747 3.947 4.417
S4 3.376 3.576 4.315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.662 4.288 0.374 8.3% 0.191 4.2% 60% True False 120,853
10 4.662 4.288 0.374 8.3% 0.168 3.7% 60% True False 107,833
20 4.934 4.288 0.646 14.3% 0.189 4.2% 35% False False 95,268
40 5.249 4.108 1.141 25.3% 0.199 4.4% 35% False False 68,647
60 5.249 4.070 1.179 26.1% 0.185 4.1% 38% False False 51,868
80 5.249 4.070 1.179 26.1% 0.184 4.1% 38% False False 41,900
100 5.249 4.070 1.179 26.1% 0.169 3.7% 38% False False 34,586
120 5.864 4.070 1.794 39.8% 0.162 3.6% 25% False False 29,363
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.436
2.618 5.138
1.618 4.956
1.000 4.844
0.618 4.774
HIGH 4.662
0.618 4.592
0.500 4.571
0.382 4.550
LOW 4.480
0.618 4.368
1.000 4.298
1.618 4.186
2.618 4.004
4.250 3.707
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 4.571 4.558
PP 4.552 4.543
S1 4.532 4.528

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

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