NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 5.003 4.881 -0.122 -2.4% 5.330
High 5.050 4.895 -0.155 -3.1% 5.336
Low 4.859 4.810 -0.049 -1.0% 4.960
Close 4.889 4.817 -0.072 -1.5% 5.001
Range 0.191 0.085 -0.106 -55.5% 0.376
ATR 0.136 0.132 -0.004 -2.7% 0.000
Volume 25,609 26,221 612 2.4% 97,432
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.096 5.041 4.864
R3 5.011 4.956 4.840
R2 4.926 4.926 4.833
R1 4.871 4.871 4.825 4.856
PP 4.841 4.841 4.841 4.833
S1 4.786 4.786 4.809 4.771
S2 4.756 4.756 4.801
S3 4.671 4.701 4.794
S4 4.586 4.616 4.770
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 6.227 5.990 5.208
R3 5.851 5.614 5.104
R2 5.475 5.475 5.070
R1 5.238 5.238 5.035 5.169
PP 5.099 5.099 5.099 5.064
S1 4.862 4.862 4.967 4.793
S2 4.723 4.723 4.932
S3 4.347 4.486 4.898
S4 3.971 4.110 4.794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.229 4.810 0.419 8.7% 0.139 2.9% 2% False True 23,587
10 5.336 4.810 0.526 10.9% 0.141 2.9% 1% False True 20,118
20 5.336 4.810 0.526 10.9% 0.124 2.6% 1% False True 14,937
40 5.762 4.810 0.952 19.8% 0.135 2.8% 1% False True 11,365
60 5.762 4.810 0.952 19.8% 0.136 2.8% 1% False True 9,848
80 5.762 4.810 0.952 19.8% 0.133 2.8% 1% False True 8,437
100 5.762 4.810 0.952 19.8% 0.135 2.8% 1% False True 7,493
120 6.110 4.810 1.300 27.0% 0.130 2.7% 1% False True 6,620
Crabel Price Patterns
NR True
NR4 True
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 0.031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.256
2.618 5.118
1.618 5.033
1.000 4.980
0.618 4.948
HIGH 4.895
0.618 4.863
0.500 4.853
0.382 4.842
LOW 4.810
0.618 4.757
1.000 4.725
1.618 4.672
2.618 4.587
4.250 4.449
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 4.853 4.942
PP 4.841 4.900
S1 4.829 4.859

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

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