NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 4.477 4.349 -0.128 -2.9% 4.999
High 4.538 4.390 -0.148 -3.3% 5.010
Low 4.290 4.294 0.004 0.1% 4.483
Close 4.332 4.304 -0.028 -0.6% 4.494
Range 0.248 0.096 -0.152 -61.3% 0.527
ATR 0.183 0.177 -0.006 -3.4% 0.000
Volume 69,526 115,650 46,124 66.3% 252,682
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.617 4.557 4.357
R3 4.521 4.461 4.330
R2 4.425 4.425 4.322
R1 4.365 4.365 4.313 4.347
PP 4.329 4.329 4.329 4.321
S1 4.269 4.269 4.295 4.251
S2 4.233 4.233 4.286
S3 4.137 4.173 4.278
S4 4.041 4.077 4.251
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 4.850 4.290 0.560 13.0% 0.183 4.2% 3% False False 69,163
10 5.010 4.290 0.720 16.7% 0.193 4.5% 2% False False 59,551
20 5.010 4.290 0.720 16.7% 0.169 3.9% 2% False False 45,797
40 5.345 4.290 1.055 24.5% 0.178 4.1% 1% False False 36,637
60 5.345 4.115 1.230 28.6% 0.181 4.2% 15% False False 32,867
80 5.345 4.115 1.230 28.6% 0.172 4.0% 15% False False 28,410
100 5.345 4.115 1.230 28.6% 0.169 3.9% 15% False False 25,710
120 5.520 4.115 1.405 32.6% 0.160 3.7% 13% False False 22,998
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.042
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.798
2.618 4.641
1.618 4.545
1.000 4.486
0.618 4.449
HIGH 4.390
0.618 4.353
0.500 4.342
0.382 4.331
LOW 4.294
0.618 4.235
1.000 4.198
1.618 4.139
2.618 4.043
4.250 3.886
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 4.342 4.477
PP 4.329 4.419
S1 4.317 4.362

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

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