NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 4.624 4.627 0.003 0.1% 4.990
High 4.675 4.627 -0.048 -1.0% 5.003
Low 4.610 4.515 -0.095 -2.1% 4.730
Close 4.624 4.557 -0.067 -1.4% 4.736
Range 0.065 0.112 0.047 72.3% 0.273
ATR 0.102 0.103 0.001 0.7% 0.000
Volume 3,670 2,204 -1,466 -39.9% 9,767
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.902 4.842 4.619
R3 4.790 4.730 4.588
R2 4.678 4.678 4.578
R1 4.618 4.618 4.567 4.592
PP 4.566 4.566 4.566 4.554
S1 4.506 4.506 4.547 4.480
S2 4.454 4.454 4.536
S3 4.342 4.394 4.526
S4 4.230 4.282 4.495
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.642 5.462 4.886
R3 5.369 5.189 4.811
R2 5.096 5.096 4.786
R1 4.916 4.916 4.761 4.870
PP 4.823 4.823 4.823 4.800
S1 4.643 4.643 4.711 4.597
S2 4.550 4.550 4.686
S3 4.277 4.370 4.661
S4 4.004 4.097 4.586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.955 4.515 0.440 9.7% 0.094 2.1% 10% False True 2,406
10 5.003 4.515 0.488 10.7% 0.087 1.9% 9% False True 2,433
20 5.434 4.515 0.919 20.2% 0.103 2.2% 5% False True 2,973
40 5.570 4.515 1.055 23.2% 0.106 2.3% 4% False True 2,373
60 5.861 4.515 1.346 29.5% 0.112 2.4% 3% False True 2,270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.103
2.618 4.920
1.618 4.808
1.000 4.739
0.618 4.696
HIGH 4.627
0.618 4.584
0.500 4.571
0.382 4.558
LOW 4.515
0.618 4.446
1.000 4.403
1.618 4.334
2.618 4.222
4.250 4.039
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 4.571 4.619
PP 4.566 4.598
S1 4.562 4.578

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

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