NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 4.480 4.456 -0.024 -0.5% 4.580
High 4.522 4.504 -0.018 -0.4% 4.593
Low 4.412 4.386 -0.026 -0.6% 4.320
Close 4.492 4.415 -0.077 -1.7% 4.326
Range 0.110 0.118 0.008 7.3% 0.273
ATR 0.116 0.117 0.000 0.1% 0.000
Volume 20,046 24,898 4,852 24.2% 71,009
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.789 4.720 4.480
R3 4.671 4.602 4.447
R2 4.553 4.553 4.437
R1 4.484 4.484 4.426 4.460
PP 4.435 4.435 4.435 4.423
S1 4.366 4.366 4.404 4.342
S2 4.317 4.317 4.393
S3 4.199 4.248 4.383
S4 4.081 4.130 4.350
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 4.522 4.300 0.222 5.0% 0.122 2.8% 52% False False 19,622
10 4.840 4.300 0.540 12.2% 0.113 2.5% 21% False False 16,021
20 5.229 4.300 0.929 21.0% 0.115 2.6% 12% False False 18,480
40 5.336 4.300 1.036 23.5% 0.116 2.6% 11% False False 15,326
60 5.762 4.300 1.462 33.1% 0.125 2.8% 8% False False 12,603
80 5.762 4.300 1.462 33.1% 0.129 2.9% 8% False False 11,156
100 5.762 4.300 1.462 33.1% 0.129 2.9% 8% False False 9,633
120 5.762 4.300 1.462 33.1% 0.130 2.9% 8% False False 8,580
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.006
2.618 4.813
1.618 4.695
1.000 4.622
0.618 4.577
HIGH 4.504
0.618 4.459
0.500 4.445
0.382 4.431
LOW 4.386
0.618 4.313
1.000 4.268
1.618 4.195
2.618 4.077
4.250 3.885
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 4.445 4.414
PP 4.435 4.412
S1 4.425 4.411

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

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