NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 4.754 4.642 -0.112 -2.4% 4.999
High 4.850 4.663 -0.187 -3.9% 5.010
Low 4.575 4.483 -0.092 -2.0% 4.483
Close 4.622 4.494 -0.128 -2.8% 4.494
Range 0.275 0.180 -0.095 -34.5% 0.527
ATR 0.178 0.178 0.000 0.1% 0.000
Volume 46,447 66,782 20,335 43.8% 252,682
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.087 4.970 4.593
R3 4.907 4.790 4.544
R2 4.727 4.727 4.527
R1 4.610 4.610 4.511 4.579
PP 4.547 4.547 4.547 4.531
S1 4.430 4.430 4.478 4.399
S2 4.367 4.367 4.461
S3 4.187 4.250 4.445
S4 4.007 4.070 4.395
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 6.243 5.896 4.784
R3 5.716 5.369 4.639
R2 5.189 5.189 4.591
R1 4.842 4.842 4.542 4.752
PP 4.662 4.662 4.662 4.618
S1 4.315 4.315 4.446 4.225
S2 4.135 4.135 4.397
S3 3.608 3.788 4.349
S4 3.081 3.261 4.204
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.010 4.483 0.527 11.7% 0.213 4.7% 2% False True 50,536
10 5.010 4.483 0.527 11.7% 0.178 4.0% 2% False True 44,933
20 5.010 4.358 0.652 14.5% 0.164 3.7% 21% False False 39,098
40 5.345 4.358 0.987 22.0% 0.176 3.9% 14% False False 33,217
60 5.345 4.115 1.230 27.4% 0.180 4.0% 31% False False 30,655
80 5.345 4.115 1.230 27.4% 0.172 3.8% 31% False False 26,485
100 5.345 4.115 1.230 27.4% 0.169 3.8% 31% False False 23,956
120 5.750 4.115 1.635 36.4% 0.160 3.6% 23% False False 21,586
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.428
2.618 5.134
1.618 4.954
1.000 4.843
0.618 4.774
HIGH 4.663
0.618 4.594
0.500 4.573
0.382 4.552
LOW 4.483
0.618 4.372
1.000 4.303
1.618 4.192
2.618 4.012
4.250 3.718
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 4.573 4.667
PP 4.547 4.609
S1 4.520 4.552

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

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