NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 5.174 5.152 -0.022 -0.4% 5.155
High 5.261 5.327 0.066 1.3% 5.261
Low 5.168 5.143 -0.025 -0.5% 5.100
Close 5.253 5.152 -0.101 -1.9% 5.253
Range 0.093 0.184 0.091 97.8% 0.161
ATR 0.108 0.113 0.005 5.1% 0.000
Volume 8,382 7,094 -1,288 -15.4% 29,952
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.759 5.640 5.253
R3 5.575 5.456 5.203
R2 5.391 5.391 5.186
R1 5.272 5.272 5.169 5.244
PP 5.207 5.207 5.207 5.194
S1 5.088 5.088 5.135 5.060
S2 5.023 5.023 5.118
S3 4.839 4.904 5.101
S4 4.655 4.720 5.051
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.688 5.631 5.342
R3 5.527 5.470 5.297
R2 5.366 5.366 5.283
R1 5.309 5.309 5.268 5.338
PP 5.205 5.205 5.205 5.219
S1 5.148 5.148 5.238 5.177
S2 5.044 5.044 5.223
S3 4.883 4.987 5.209
S4 4.722 4.826 5.164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.327 5.127 0.200 3.9% 0.116 2.3% 13% True False 6,729
10 5.327 5.065 0.262 5.1% 0.101 2.0% 33% True False 4,844
20 5.458 5.034 0.424 8.2% 0.105 2.0% 28% False False 4,549
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 0.026
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6.109
2.618 5.809
1.618 5.625
1.000 5.511
0.618 5.441
HIGH 5.327
0.618 5.257
0.500 5.235
0.382 5.213
LOW 5.143
0.618 5.029
1.000 4.959
1.618 4.845
2.618 4.661
4.250 4.361
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 5.235 5.231
PP 5.207 5.205
S1 5.180 5.178

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

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