NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 4.245 4.290 0.045 1.1% 4.477
High 4.333 4.324 -0.009 -0.2% 4.538
Low 4.200 4.216 0.016 0.4% 4.263
Close 4.283 4.266 -0.017 -0.4% 4.350
Range 0.133 0.108 -0.025 -18.8% 0.275
ATR 0.158 0.154 -0.004 -2.3% 0.000
Volume 68,866 69,613 747 1.1% 460,729
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.593 4.537 4.325
R3 4.485 4.429 4.296
R2 4.377 4.377 4.286
R1 4.321 4.321 4.276 4.295
PP 4.269 4.269 4.269 4.256
S1 4.213 4.213 4.256 4.187
S2 4.161 4.161 4.246
S3 4.053 4.105 4.236
S4 3.945 3.997 4.207
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.209 5.054 4.501
R3 4.934 4.779 4.426
R2 4.659 4.659 4.400
R1 4.504 4.504 4.375 4.444
PP 4.384 4.384 4.384 4.354
S1 4.229 4.229 4.325 4.169
S2 4.109 4.109 4.300
S3 3.834 3.954 4.274
S4 3.559 3.679 4.199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.374 4.200 0.174 4.1% 0.113 2.7% 38% False False 73,731
10 4.850 4.200 0.650 15.2% 0.148 3.5% 10% False False 77,138
20 5.010 4.200 0.810 19.0% 0.156 3.6% 8% False False 58,780
40 5.028 4.200 0.828 19.4% 0.163 3.8% 8% False False 44,358
60 5.345 4.200 1.145 26.8% 0.173 4.1% 6% False False 38,588
80 5.345 4.115 1.230 28.8% 0.170 4.0% 12% False False 33,536
100 5.345 4.115 1.230 28.8% 0.170 4.0% 12% False False 29,565
120 5.345 4.115 1.230 28.8% 0.161 3.8% 12% False False 26,472
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.783
2.618 4.607
1.618 4.499
1.000 4.432
0.618 4.391
HIGH 4.324
0.618 4.283
0.500 4.270
0.382 4.257
LOW 4.216
0.618 4.149
1.000 4.108
1.618 4.041
2.618 3.933
4.250 3.757
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 4.270 4.284
PP 4.269 4.278
S1 4.267 4.272

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

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