NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 5.152 5.119 -0.033 -0.6% 5.155
High 5.327 5.229 -0.098 -1.8% 5.261
Low 5.143 5.104 -0.039 -0.8% 5.100
Close 5.152 5.119 -0.033 -0.6% 5.253
Range 0.184 0.125 -0.059 -32.1% 0.161
ATR 0.113 0.114 0.001 0.8% 0.000
Volume 7,094 7,442 348 4.9% 29,952
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.526 5.447 5.188
R3 5.401 5.322 5.153
R2 5.276 5.276 5.142
R1 5.197 5.197 5.130 5.182
PP 5.151 5.151 5.151 5.143
S1 5.072 5.072 5.108 5.057
S2 5.026 5.026 5.096
S3 4.901 4.947 5.085
S4 4.776 4.822 5.050
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 5.104 0.223 4.4% 0.127 2.5% 7% False True 7,785
10 5.327 5.100 0.227 4.4% 0.102 2.0% 8% False False 5,426
20 5.399 5.034 0.365 7.1% 0.103 2.0% 23% False False 4,776
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.760
2.618 5.556
1.618 5.431
1.000 5.354
0.618 5.306
HIGH 5.229
0.618 5.181
0.500 5.167
0.382 5.152
LOW 5.104
0.618 5.027
1.000 4.979
1.618 4.902
2.618 4.777
4.250 4.573
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 5.167 5.216
PP 5.151 5.183
S1 5.135 5.151

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

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