NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 4.205 4.068 -0.137 -3.3% 4.359
High 4.209 4.142 -0.067 -1.6% 4.450
Low 4.133 4.046 -0.087 -2.1% 4.133
Close 4.137 4.084 -0.053 -1.3% 4.137
Range 0.076 0.096 0.020 26.3% 0.317
ATR 0.157 0.153 -0.004 -2.8% 0.000
Volume 62,663 38,612 -24,051 -38.4% 319,161
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.379 4.327 4.137
R3 4.283 4.231 4.110
R2 4.187 4.187 4.102
R1 4.135 4.135 4.093 4.161
PP 4.091 4.091 4.091 4.104
S1 4.039 4.039 4.075 4.065
S2 3.995 3.995 4.066
S3 3.899 3.943 4.058
S4 3.803 3.847 4.031
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.191 4.981 4.311
R3 4.874 4.664 4.224
R2 4.557 4.557 4.195
R1 4.347 4.347 4.166 4.294
PP 4.240 4.240 4.240 4.213
S1 4.030 4.030 4.108 3.977
S2 3.923 3.923 4.079
S3 3.606 3.713 4.050
S4 3.289 3.396 3.963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.450 4.046 0.404 9.9% 0.139 3.4% 9% False True 59,765
10 4.450 4.046 0.404 9.9% 0.123 3.0% 9% False True 74,897
20 5.010 4.046 0.964 23.6% 0.157 3.9% 4% False True 62,482
40 5.010 4.046 0.964 23.6% 0.165 4.0% 4% False True 46,828
60 5.345 4.046 1.299 31.8% 0.173 4.2% 3% False True 40,519
80 5.345 4.046 1.299 31.8% 0.168 4.1% 3% False True 35,125
100 5.345 4.046 1.299 31.8% 0.170 4.2% 3% False True 30,802
120 5.345 4.046 1.299 31.8% 0.161 4.0% 3% False True 27,586
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.550
2.618 4.393
1.618 4.297
1.000 4.238
0.618 4.201
HIGH 4.142
0.618 4.105
0.500 4.094
0.382 4.083
LOW 4.046
0.618 3.987
1.000 3.950
1.618 3.891
2.618 3.795
4.250 3.638
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 4.094 4.248
PP 4.091 4.193
S1 4.087 4.139

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

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