NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 4.744 4.699 -0.045 -0.9% 4.575
High 4.842 4.773 -0.069 -1.4% 4.948
Low 4.653 4.659 0.006 0.1% 4.536
Close 4.668 4.756 0.088 1.9% 4.933
Range 0.189 0.114 -0.075 -39.7% 0.412
ATR 0.175 0.171 -0.004 -2.5% 0.000
Volume 52,006 47,410 -4,596 -8.8% 196,656
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.071 5.028 4.819
R3 4.957 4.914 4.787
R2 4.843 4.843 4.777
R1 4.800 4.800 4.766 4.822
PP 4.729 4.729 4.729 4.740
S1 4.686 4.686 4.746 4.708
S2 4.615 4.615 4.735
S3 4.501 4.572 4.725
S4 4.387 4.458 4.693
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 4.653 0.357 7.5% 0.185 3.9% 29% False False 53,679
10 5.010 4.536 0.474 10.0% 0.163 3.4% 46% False False 40,422
20 5.010 4.358 0.652 13.7% 0.159 3.3% 61% False False 37,526
40 5.345 4.358 0.987 20.8% 0.173 3.6% 40% False False 32,007
60 5.345 4.115 1.230 25.9% 0.176 3.7% 52% False False 29,389
80 5.345 4.115 1.230 25.9% 0.170 3.6% 52% False False 25,420
100 5.345 4.115 1.230 25.9% 0.166 3.5% 52% False False 22,949
120 5.885 4.115 1.770 37.2% 0.159 3.3% 36% False False 20,790
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.258
2.618 5.071
1.618 4.957
1.000 4.887
0.618 4.843
HIGH 4.773
0.618 4.729
0.500 4.716
0.382 4.703
LOW 4.659
0.618 4.589
1.000 4.545
1.618 4.475
2.618 4.361
4.250 4.175
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 4.743 4.832
PP 4.729 4.806
S1 4.716 4.781

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

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