NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 4.470 4.342 -0.128 -2.9% 4.598
High 4.590 4.409 -0.181 -3.9% 4.598
Low 4.380 4.338 -0.042 -1.0% 4.338
Close 4.402 4.342 -0.060 -1.4% 4.342
Range 0.210 0.071 -0.139 -66.2% 0.260
ATR 0.134 0.129 -0.004 -3.3% 0.000
Volume 27,427 21,214 -6,213 -22.7% 128,131
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.576 4.530 4.381
R3 4.505 4.459 4.362
R2 4.434 4.434 4.355
R1 4.388 4.388 4.349 4.378
PP 4.363 4.363 4.363 4.358
S1 4.317 4.317 4.335 4.307
S2 4.292 4.292 4.329
S3 4.221 4.246 4.322
S4 4.150 4.175 4.303
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.206 5.034 4.485
R3 4.946 4.774 4.414
R2 4.686 4.686 4.390
R1 4.514 4.514 4.366 4.470
PP 4.426 4.426 4.426 4.404
S1 4.254 4.254 4.318 4.210
S2 4.166 4.166 4.294
S3 3.906 3.994 4.271
S4 3.646 3.734 4.199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.598 4.338 0.260 6.0% 0.125 2.9% 2% False True 25,626
10 4.779 4.338 0.441 10.2% 0.113 2.6% 1% False True 46,685
20 5.150 4.338 0.812 18.7% 0.129 3.0% 0% False True 35,708
40 5.283 4.338 0.945 21.8% 0.138 3.2% 0% False True 25,224
60 5.534 4.338 1.196 27.5% 0.145 3.3% 0% False True 19,621
80 5.534 4.338 1.196 27.5% 0.140 3.2% 0% False True 15,989
100 5.534 4.338 1.196 27.5% 0.142 3.3% 0% False True 13,312
120 5.534 4.338 1.196 27.5% 0.134 3.1% 0% False True 11,451
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 0.025
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.711
2.618 4.595
1.618 4.524
1.000 4.480
0.618 4.453
HIGH 4.409
0.618 4.382
0.500 4.374
0.382 4.365
LOW 4.338
0.618 4.294
1.000 4.267
1.618 4.223
2.618 4.152
4.250 4.036
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 4.374 4.464
PP 4.363 4.423
S1 4.353 4.383

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

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