NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 4.855 4.838 -0.017 -0.4% 5.130
High 4.877 4.955 0.078 1.6% 5.147
Low 4.815 4.772 -0.043 -0.9% 4.855
Close 4.855 4.793 -0.062 -1.3% 4.986
Range 0.062 0.183 0.121 195.2% 0.292
ATR 0.105 0.110 0.006 5.4% 0.000
Volume 1,510 1,710 200 13.2% 19,352
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.389 5.274 4.894
R3 5.206 5.091 4.843
R2 5.023 5.023 4.827
R1 4.908 4.908 4.810 4.874
PP 4.840 4.840 4.840 4.823
S1 4.725 4.725 4.776 4.691
S2 4.657 4.657 4.759
S3 4.474 4.542 4.743
S4 4.291 4.359 4.692
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.872 5.721 5.147
R3 5.580 5.429 5.066
R2 5.288 5.288 5.040
R1 5.137 5.137 5.013 5.067
PP 4.996 4.996 4.996 4.961
S1 4.845 4.845 4.959 4.775
S2 4.704 4.704 4.932
S3 4.412 4.553 4.906
S4 4.120 4.261 4.825
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.003 4.772 0.231 4.8% 0.105 2.2% 9% False True 1,897
10 5.181 4.772 0.409 8.5% 0.103 2.1% 5% False True 2,883
20 5.434 4.772 0.662 13.8% 0.106 2.2% 3% False True 2,657
40 5.687 4.772 0.915 19.1% 0.109 2.3% 2% False True 2,247
60 5.861 4.772 1.089 22.7% 0.115 2.4% 2% False True 2,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.733
2.618 5.434
1.618 5.251
1.000 5.138
0.618 5.068
HIGH 4.955
0.618 4.885
0.500 4.864
0.382 4.842
LOW 4.772
0.618 4.659
1.000 4.589
1.618 4.476
2.618 4.293
4.250 3.994
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 4.864 4.864
PP 4.840 4.840
S1 4.817 4.817

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

View Archives - Comment on this page... - Back to Index of Symbols