NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 4.881 4.833 -0.048 -1.0% 5.330
High 4.895 4.835 -0.060 -1.2% 5.336
Low 4.810 4.738 -0.072 -1.5% 4.960
Close 4.817 4.777 -0.040 -0.8% 5.001
Range 0.085 0.097 0.012 14.1% 0.376
ATR 0.132 0.130 -0.003 -1.9% 0.000
Volume 26,221 23,811 -2,410 -9.2% 97,432
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.074 5.023 4.830
R3 4.977 4.926 4.804
R2 4.880 4.880 4.795
R1 4.829 4.829 4.786 4.806
PP 4.783 4.783 4.783 4.772
S1 4.732 4.732 4.768 4.709
S2 4.686 4.686 4.759
S3 4.589 4.635 4.750
S4 4.492 4.538 4.724
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 4.738 0.491 10.3% 0.142 3.0% 8% False True 23,790
10 5.336 4.738 0.598 12.5% 0.135 2.8% 7% False True 21,575
20 5.336 4.738 0.598 12.5% 0.125 2.6% 7% False True 15,438
40 5.762 4.738 1.024 21.4% 0.135 2.8% 4% False True 11,755
60 5.762 4.738 1.024 21.4% 0.136 2.9% 4% False True 10,103
80 5.762 4.738 1.024 21.4% 0.133 2.8% 4% False True 8,700
100 5.762 4.738 1.024 21.4% 0.135 2.8% 4% False True 7,688
120 5.966 4.738 1.228 25.7% 0.129 2.7% 3% False True 6,792
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.247
2.618 5.089
1.618 4.992
1.000 4.932
0.618 4.895
HIGH 4.835
0.618 4.798
0.500 4.787
0.382 4.775
LOW 4.738
0.618 4.678
1.000 4.641
1.618 4.581
2.618 4.484
4.250 4.326
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 4.787 4.894
PP 4.783 4.855
S1 4.780 4.816

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

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