NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 3.790 3.750 -0.040 -1.1% 4.068
High 3.878 3.844 -0.034 -0.9% 4.142
Low 3.708 3.697 -0.011 -0.3% 3.697
Close 3.762 3.751 -0.011 -0.3% 3.705
Range 0.170 0.147 -0.023 -13.5% 0.445
ATR 0.155 0.155 -0.001 -0.4% 0.000
Volume 120,458 94,867 -25,591 -21.2% 338,734
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.205 4.125 3.832
R3 4.058 3.978 3.791
R2 3.911 3.911 3.778
R1 3.831 3.831 3.764 3.871
PP 3.764 3.764 3.764 3.784
S1 3.684 3.684 3.738 3.724
S2 3.617 3.617 3.724
S3 3.470 3.537 3.711
S4 3.323 3.390 3.670
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.183 4.889 3.950
R3 4.738 4.444 3.827
R2 4.293 4.293 3.787
R1 3.999 3.999 3.746 3.924
PP 3.848 3.848 3.848 3.810
S1 3.554 3.554 3.664 3.479
S2 3.403 3.403 3.623
S3 2.958 3.109 3.583
S4 2.513 2.664 3.460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.883 3.693 0.190 5.1% 0.168 4.5% 31% False False 101,793
10 4.209 3.693 0.516 13.8% 0.142 3.8% 11% False False 80,935
20 4.663 3.693 0.970 25.9% 0.145 3.9% 6% False False 79,668
40 5.010 3.693 1.317 35.1% 0.153 4.1% 4% False False 58,708
60 5.345 3.693 1.652 44.0% 0.166 4.4% 4% False False 48,104
80 5.345 3.693 1.652 44.0% 0.170 4.5% 4% False False 42,296
100 5.345 3.693 1.652 44.0% 0.166 4.4% 4% False False 36,608
120 5.345 3.693 1.652 44.0% 0.164 4.4% 4% False False 32,736
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.033
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.469
2.618 4.229
1.618 4.082
1.000 3.991
0.618 3.935
HIGH 3.844
0.618 3.788
0.500 3.771
0.382 3.753
LOW 3.697
0.618 3.606
1.000 3.550
1.618 3.459
2.618 3.312
4.250 3.072
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 3.771 3.788
PP 3.764 3.775
S1 3.758 3.763

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

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