NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 4.847 4.999 0.152 3.1% 4.575
High 4.948 5.010 0.062 1.3% 4.948
Low 4.806 4.704 -0.102 -2.1% 4.536
Close 4.933 4.723 -0.210 -4.3% 4.933
Range 0.142 0.306 0.164 115.5% 0.412
ATR 0.164 0.174 0.010 6.2% 0.000
Volume 65,344 40,037 -25,307 -38.7% 196,656
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.730 5.533 4.891
R3 5.424 5.227 4.807
R2 5.118 5.118 4.779
R1 4.921 4.921 4.751 4.867
PP 4.812 4.812 4.812 4.785
S1 4.615 4.615 4.695 4.561
S2 4.506 4.506 4.667
S3 4.200 4.309 4.639
S4 3.894 4.003 4.555
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.042 5.899 5.160
R3 5.630 5.487 5.046
R2 5.218 5.218 5.009
R1 5.075 5.075 4.971 5.147
PP 4.806 4.806 4.806 4.841
S1 4.663 4.663 4.895 4.735
S2 4.394 4.394 4.857
S3 3.982 4.251 4.820
S4 3.570 3.839 4.706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.010 4.614 0.396 8.4% 0.183 3.9% 28% True False 43,700
10 5.010 4.504 0.506 10.7% 0.162 3.4% 43% True False 36,267
20 5.010 4.358 0.652 13.8% 0.165 3.5% 56% True False 35,523
40 5.345 4.358 0.987 20.9% 0.178 3.8% 37% False False 31,441
60 5.345 4.115 1.230 26.0% 0.176 3.7% 49% False False 28,324
80 5.345 4.115 1.230 26.0% 0.171 3.6% 49% False False 24,525
100 5.345 4.115 1.230 26.0% 0.165 3.5% 49% False False 22,253
120 5.885 4.115 1.770 37.5% 0.158 3.3% 34% False False 20,118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6.311
2.618 5.811
1.618 5.505
1.000 5.316
0.618 5.199
HIGH 5.010
0.618 4.893
0.500 4.857
0.382 4.821
LOW 4.704
0.618 4.515
1.000 4.398
1.618 4.209
2.618 3.903
4.250 3.404
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 4.857 4.857
PP 4.812 4.812
S1 4.768 4.768

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

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