NYMEX Natural Gas Future November 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 4.342 4.322 -0.020 -0.5% 4.598
High 4.409 4.333 -0.076 -1.7% 4.598
Low 4.338 4.261 -0.077 -1.8% 4.338
Close 4.342 4.279 -0.063 -1.5% 4.342
Range 0.071 0.072 0.001 1.4% 0.260
ATR 0.129 0.126 -0.003 -2.7% 0.000
Volume 21,214 20,367 -847 -4.0% 128,131
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.507 4.465 4.319
R3 4.435 4.393 4.299
R2 4.363 4.363 4.292
R1 4.321 4.321 4.286 4.306
PP 4.291 4.291 4.291 4.284
S1 4.249 4.249 4.272 4.234
S2 4.219 4.219 4.266
S3 4.147 4.177 4.259
S4 4.075 4.105 4.239
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 4.590 4.261 0.329 7.7% 0.107 2.5% 5% False True 23,983
10 4.629 4.261 0.368 8.6% 0.099 2.3% 5% False True 42,602
20 5.150 4.261 0.889 20.8% 0.129 3.0% 2% False True 36,241
40 5.245 4.261 0.984 23.0% 0.137 3.2% 2% False True 25,582
60 5.534 4.261 1.273 29.7% 0.144 3.4% 1% False True 19,889
80 5.534 4.261 1.273 29.7% 0.137 3.2% 1% False True 16,220
100 5.534 4.261 1.273 29.7% 0.141 3.3% 1% False True 13,490
120 5.534 4.261 1.273 29.7% 0.134 3.1% 1% False True 11,601
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.639
2.618 4.521
1.618 4.449
1.000 4.405
0.618 4.377
HIGH 4.333
0.618 4.305
0.500 4.297
0.382 4.289
LOW 4.261
0.618 4.217
1.000 4.189
1.618 4.145
2.618 4.073
4.250 3.955
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 4.297 4.426
PP 4.291 4.377
S1 4.285 4.328

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

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