NYMEX Natural Gas Future November 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	4.795	4.814	0.019	0.4%	5.150
High	4.965	4.831	-0.134	-2.7%	5.150
Low	4.755	4.700	-0.055	-1.2%	4.700
Close	4.795	4.727	-0.068	-1.4%	4.727
Range	0.210	0.131	-0.079	-37.6%	0.450
ATR	0.148	0.147	-0.001	-0.8%	0.000
Volume	28,664	33,358	4,694	16.4%	145,290

Daily Pivots for day following 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.146	5.067	4.799
R3	5.015	4.936	4.763
R2	4.884	4.884	4.751
R1	4.805	4.805	4.739	4.779
PP	4.753	4.753	4.753	4.740
S1	4.674	4.674	4.715	4.648
S2	4.622	4.622	4.703
S3	4.491	4.543	4.691
S4	4.360	4.412	4.655

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.209	5.918	4.975
R3	5.759	5.468	4.851
R2	5.309	5.309	4.810
R1	5.018	5.018	4.768	4.939
PP	4.859	4.859	4.859	4.819
S1	4.568	4.568	4.686	4.489
S2	4.409	4.409	4.645
S3	3.959	4.118	4.603
S4	3.509	3.668	4.480

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.150	4.700	0.450	9.5%	0.171	3.6%	6%	False	True	29,058
10	5.150	4.700	0.450	9.5%	0.145	3.1%	6%	False	True	24,732
20	5.150	4.641	0.509	10.8%	0.136	2.9%	17%	False	False	20,435
40	5.534	4.641	0.893	18.9%	0.146	3.1%	10%	False	False	15,662
60	5.534	4.641	0.893	18.9%	0.148	3.1%	10%	False	False	12,804
80	5.534	4.641	0.893	18.9%	0.142	3.0%	10%	False	False	10,464
100	5.534	4.641	0.893	18.9%	0.141	3.0%	10%	False	False	8,882
120	6.038	4.641	1.397	29.6%	0.133	2.8%	6%	False	False	7,672

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	0.030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.388
2.618	5.174
1.618	5.043
1.000	4.962
0.618	4.912
HIGH	4.831
0.618	4.781
0.500	4.766
0.382	4.750
LOW	4.700
0.618	4.619
1.000	4.569
1.618	4.488
2.618	4.357
4.250	4.143

Fisher Pivots for day following 06-Aug-2010
Pivot	1 day	3 day
R1	4.766	4.833
PP	4.753	4.797
S1	4.740	4.762

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols