NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 4.484 4.459 -0.025 -0.6% 4.896
High 4.489 4.460 -0.029 -0.6% 4.896
Low 4.377 4.380 0.003 0.1% 4.600
Close 4.411 4.403 -0.008 -0.2% 4.606
Range 0.112 0.080 -0.032 -28.6% 0.296
ATR 0.114 0.111 -0.002 -2.1% 0.000
Volume 12,485 21,064 8,579 68.7% 72,497
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.654 4.609 4.447
R3 4.574 4.529 4.425
R2 4.494 4.494 4.418
R1 4.449 4.449 4.410 4.432
PP 4.414 4.414 4.414 4.406
S1 4.369 4.369 4.396 4.352
S2 4.334 4.334 4.388
S3 4.254 4.289 4.381
S4 4.174 4.209 4.359
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 4.673 4.377 0.296 6.7% 0.079 1.8% 9% False False 13,490
10 4.896 4.377 0.519 11.8% 0.097 2.2% 5% False False 15,238
20 5.336 4.377 0.959 21.8% 0.115 2.6% 3% False False 18,350
40 5.447 4.377 1.070 24.3% 0.122 2.8% 2% False False 14,362
60 5.762 4.377 1.385 31.5% 0.129 2.9% 2% False False 11,999
80 5.762 4.377 1.385 31.5% 0.128 2.9% 2% False False 10,410
100 5.762 4.377 1.385 31.5% 0.130 3.0% 2% False False 8,991
120 5.762 4.377 1.385 31.5% 0.129 2.9% 2% False False 8,031
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.800
2.618 4.669
1.618 4.589
1.000 4.540
0.618 4.509
HIGH 4.460
0.618 4.429
0.500 4.420
0.382 4.411
LOW 4.380
0.618 4.331
1.000 4.300
1.618 4.251
2.618 4.171
4.250 4.040
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 4.420 4.456
PP 4.414 4.438
S1 4.409 4.421

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

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