NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 4.751 4.749 -0.002 0.0% 5.003
High 4.759 4.840 0.081 1.7% 5.050
Low 4.687 4.638 -0.049 -1.0% 4.738
Close 4.734 4.663 -0.071 -1.5% 4.869
Range 0.072 0.202 0.130 180.6% 0.312
ATR 0.118 0.124 0.006 5.1% 0.000
Volume 15,586 15,717 131 0.8% 121,634
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.320 5.193 4.774
R3 5.118 4.991 4.719
R2 4.916 4.916 4.700
R1 4.789 4.789 4.682 4.752
PP 4.714 4.714 4.714 4.695
S1 4.587 4.587 4.644 4.550
S2 4.512 4.512 4.626
S3 4.310 4.385 4.607
S4 4.108 4.183 4.552
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 4.638 0.258 5.5% 0.116 2.5% 10% False True 16,987
10 5.074 4.638 0.436 9.4% 0.115 2.5% 6% False True 20,625
20 5.336 4.638 0.698 15.0% 0.120 2.6% 4% False True 17,839
40 5.570 4.638 0.932 20.0% 0.127 2.7% 3% False True 13,368
60 5.762 4.638 1.124 24.1% 0.134 2.9% 2% False True 11,325
80 5.762 4.638 1.124 24.1% 0.132 2.8% 2% False True 9,805
100 5.762 4.638 1.124 24.1% 0.136 2.9% 2% False True 8,577
120 5.846 4.638 1.208 25.9% 0.130 2.8% 2% False True 7,580
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.699
2.618 5.369
1.618 5.167
1.000 5.042
0.618 4.965
HIGH 4.840
0.618 4.763
0.500 4.739
0.382 4.715
LOW 4.638
0.618 4.513
1.000 4.436
1.618 4.311
2.618 4.109
4.250 3.780
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 4.739 4.739
PP 4.714 4.714
S1 4.688 4.688

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

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