NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 4.455 4.419 -0.036 -0.8% 4.350
High 4.455 4.434 -0.021 -0.5% 4.522
Low 4.293 4.310 0.017 0.4% 4.300
Close 4.387 4.351 -0.036 -0.8% 4.465
Range 0.162 0.124 -0.038 -23.5% 0.222
ATR 0.120 0.120 0.000 0.2% 0.000
Volume 31,501 25,407 -6,094 -19.3% 108,892
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.737 4.668 4.419
R3 4.613 4.544 4.385
R2 4.489 4.489 4.374
R1 4.420 4.420 4.362 4.393
PP 4.365 4.365 4.365 4.351
S1 4.296 4.296 4.340 4.269
S2 4.241 4.241 4.328
S3 4.117 4.172 4.317
S4 3.993 4.048 4.283
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.095 5.002 4.587
R3 4.873 4.780 4.526
R2 4.651 4.651 4.506
R1 4.558 4.558 4.485 4.605
PP 4.429 4.429 4.429 4.452
S1 4.336 4.336 4.445 4.383
S2 4.207 4.207 4.424
S3 3.985 4.114 4.404
S4 3.763 3.892 4.343
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.504 4.293 0.211 4.8% 0.126 2.9% 27% False False 25,906
10 4.522 4.293 0.229 5.3% 0.123 2.8% 25% False False 21,522
20 4.896 4.293 0.603 13.9% 0.110 2.5% 10% False False 18,955
40 5.336 4.293 1.043 24.0% 0.117 2.7% 6% False False 16,946
60 5.762 4.293 1.469 33.8% 0.127 2.9% 4% False False 13,895
80 5.762 4.293 1.469 33.8% 0.130 3.0% 4% False False 12,125
100 5.762 4.293 1.469 33.8% 0.129 3.0% 4% False False 10,540
120 5.762 4.293 1.469 33.8% 0.131 3.0% 4% False False 9,404
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.961
2.618 4.759
1.618 4.635
1.000 4.558
0.618 4.511
HIGH 4.434
0.618 4.387
0.500 4.372
0.382 4.357
LOW 4.310
0.618 4.233
1.000 4.186
1.618 4.109
2.618 3.985
4.250 3.783
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 4.372 4.382
PP 4.365 4.371
S1 4.358 4.361

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

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