NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 4.606 4.580 -0.026 -0.6% 4.896
High 4.673 4.593 -0.080 -1.7% 4.896
Low 4.600 4.522 -0.078 -1.7% 4.600
Close 4.606 4.539 -0.067 -1.5% 4.606
Range 0.073 0.071 -0.002 -2.7% 0.296
ATR 0.120 0.118 -0.003 -2.2% 0.000
Volume 12,321 11,505 -816 -6.6% 72,497
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.764 4.723 4.578
R3 4.693 4.652 4.559
R2 4.622 4.622 4.552
R1 4.581 4.581 4.546 4.566
PP 4.551 4.551 4.551 4.544
S1 4.510 4.510 4.532 4.495
S2 4.480 4.480 4.526
S3 4.409 4.439 4.519
S4 4.338 4.368 4.500
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.589 5.393 4.769
R3 5.293 5.097 4.687
R2 4.997 4.997 4.660
R1 4.801 4.801 4.633 4.751
PP 4.701 4.701 4.701 4.676
S1 4.505 4.505 4.579 4.455
S2 4.405 4.405 4.552
S3 4.109 4.209 4.525
S4 3.813 3.913 4.443
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.840 4.522 0.318 7.0% 0.098 2.2% 5% False True 14,362
10 4.896 4.522 0.374 8.2% 0.099 2.2% 5% False True 18,002
20 5.336 4.522 0.814 17.9% 0.119 2.6% 2% False True 18,178
40 5.535 4.522 1.013 22.3% 0.126 2.8% 2% False True 13,661
60 5.762 4.522 1.240 27.3% 0.132 2.9% 1% False True 11,602
80 5.762 4.522 1.240 27.3% 0.129 2.8% 1% False True 10,034
100 5.762 4.522 1.240 27.3% 0.135 3.0% 1% False True 8,749
120 5.831 4.522 1.309 28.8% 0.130 2.9% 1% False True 7,734
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.017
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.895
2.618 4.779
1.618 4.708
1.000 4.664
0.618 4.637
HIGH 4.593
0.618 4.566
0.500 4.558
0.382 4.549
LOW 4.522
0.618 4.478
1.000 4.451
1.618 4.407
2.618 4.336
4.250 4.220
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 4.558 4.681
PP 4.551 4.634
S1 4.545 4.586

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

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