NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 4.767 4.831 0.064 1.3% 5.003
High 4.851 4.879 0.028 0.6% 5.050
Low 4.767 4.830 0.063 1.3% 4.738
Close 4.848 4.869 0.021 0.4% 4.869
Range 0.084 0.049 -0.035 -41.7% 0.312
ATR 0.126 0.121 -0.006 -4.4% 0.000
Volume 21,233 24,760 3,527 16.6% 121,634
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.006 4.987 4.896
R3 4.957 4.938 4.882
R2 4.908 4.908 4.878
R1 4.889 4.889 4.873 4.899
PP 4.859 4.859 4.859 4.864
S1 4.840 4.840 4.865 4.850
S2 4.810 4.810 4.860
S3 4.761 4.791 4.856
S4 4.712 4.742 4.842
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.822 5.657 5.041
R3 5.510 5.345 4.955
R2 5.198 5.198 4.926
R1 5.033 5.033 4.898 4.960
PP 4.886 4.886 4.886 4.849
S1 4.721 4.721 4.840 4.648
S2 4.574 4.574 4.812
S3 4.262 4.409 4.783
S4 3.950 4.097 4.697
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.050 4.738 0.312 6.4% 0.101 2.1% 42% False False 24,326
10 5.336 4.738 0.598 12.3% 0.127 2.6% 22% False False 21,906
20 5.336 4.738 0.598 12.3% 0.114 2.3% 22% False False 16,601
40 5.747 4.738 1.009 20.7% 0.131 2.7% 13% False False 12,526
60 5.762 4.738 1.024 21.0% 0.133 2.7% 13% False False 10,603
80 5.762 4.738 1.024 21.0% 0.132 2.7% 13% False False 9,212
100 5.762 4.738 1.024 21.0% 0.134 2.8% 13% False False 8,085
120 5.953 4.738 1.215 25.0% 0.129 2.6% 11% False False 7,137
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 107 trading days
Fibonacci Retracements and Extensions
4.250 5.087
2.618 5.007
1.618 4.958
1.000 4.928
0.618 4.909
HIGH 4.879
0.618 4.860
0.500 4.855
0.382 4.849
LOW 4.830
0.618 4.800
1.000 4.781
1.618 4.751
2.618 4.702
4.250 4.622
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 4.864 4.849
PP 4.859 4.829
S1 4.855 4.809

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

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