NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 4.896 4.726 -0.170 -3.5% 5.003
High 4.896 4.760 -0.136 -2.8% 5.050
Low 4.715 4.686 -0.029 -0.6% 4.738
Close 4.725 4.732 0.007 0.1% 4.869
Range 0.181 0.074 -0.107 -59.1% 0.312
ATR 0.125 0.121 -0.004 -2.9% 0.000
Volume 12,188 16,685 4,497 36.9% 121,634
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.948 4.914 4.773
R3 4.874 4.840 4.752
R2 4.800 4.800 4.746
R1 4.766 4.766 4.739 4.783
PP 4.726 4.726 4.726 4.735
S1 4.692 4.692 4.725 4.709
S2 4.652 4.652 4.718
S3 4.578 4.618 4.712
S4 4.504 4.544 4.691
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 4.896 4.686 0.210 4.4% 0.097 2.0% 22% False True 19,735
10 5.229 4.686 0.543 11.5% 0.118 2.5% 8% False True 21,661
20 5.336 4.686 0.650 13.7% 0.118 2.5% 7% False True 17,245
40 5.570 4.686 0.884 18.7% 0.127 2.7% 5% False True 12,956
60 5.762 4.686 1.076 22.7% 0.133 2.8% 4% False True 10,901
80 5.762 4.686 1.076 22.7% 0.131 2.8% 4% False True 9,495
100 5.762 4.686 1.076 22.7% 0.135 2.9% 4% False True 8,321
120 5.953 4.686 1.267 26.8% 0.129 2.7% 4% False True 7,341
Crabel Price Patterns
NR True
NR4 False
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.075
2.618 4.954
1.618 4.880
1.000 4.834
0.618 4.806
HIGH 4.760
0.618 4.732
0.500 4.723
0.382 4.714
LOW 4.686
0.618 4.640
1.000 4.612
1.618 4.566
2.618 4.492
4.250 4.372
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 4.729 4.791
PP 4.726 4.771
S1 4.723 4.752

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

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