NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 4.459 4.410 -0.049 -1.1% 4.580
High 4.460 4.439 -0.021 -0.5% 4.593
Low 4.380 4.320 -0.060 -1.4% 4.320
Close 4.403 4.326 -0.077 -1.7% 4.326
Range 0.080 0.119 0.039 48.8% 0.273
ATR 0.111 0.112 0.001 0.5% 0.000
Volume 21,064 15,880 -5,184 -24.6% 71,009
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.719 4.641 4.391
R3 4.600 4.522 4.359
R2 4.481 4.481 4.348
R1 4.403 4.403 4.337 4.383
PP 4.362 4.362 4.362 4.351
S1 4.284 4.284 4.315 4.264
S2 4.243 4.243 4.304
S3 4.124 4.165 4.293
S4 4.005 4.046 4.261
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.232 5.052 4.476
R3 4.959 4.779 4.401
R2 4.686 4.686 4.376
R1 4.506 4.506 4.351 4.460
PP 4.413 4.413 4.413 4.390
S1 4.233 4.233 4.301 4.187
S2 4.140 4.140 4.276
S3 3.867 3.960 4.251
S4 3.594 3.687 4.176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.593 4.320 0.273 6.3% 0.088 2.0% 2% False True 14,201
10 4.896 4.320 0.576 13.3% 0.104 2.4% 1% False True 14,350
20 5.336 4.320 1.016 23.5% 0.116 2.7% 1% False True 18,128
40 5.447 4.320 1.127 26.1% 0.118 2.7% 1% False True 14,500
60 5.762 4.320 1.442 33.3% 0.128 3.0% 0% False True 12,132
80 5.762 4.320 1.442 33.3% 0.129 3.0% 0% False True 10,569
100 5.762 4.320 1.442 33.3% 0.130 3.0% 0% False True 9,109
120 5.762 4.320 1.442 33.3% 0.129 3.0% 0% False True 8,149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.945
2.618 4.751
1.618 4.632
1.000 4.558
0.618 4.513
HIGH 4.439
0.618 4.394
0.500 4.380
0.382 4.365
LOW 4.320
0.618 4.246
1.000 4.201
1.618 4.127
2.618 4.008
4.250 3.814
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 4.380 4.405
PP 4.362 4.378
S1 4.344 4.352

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

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