NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 5.119 5.119 0.000 0.0% 5.155
High 5.229 5.156 -0.073 -1.4% 5.261
Low 5.104 5.096 -0.008 -0.2% 5.100
Close 5.119 5.152 0.033 0.6% 5.253
Range 0.125 0.060 -0.065 -52.0% 0.161
ATR 0.114 0.110 -0.004 -3.4% 0.000
Volume 7,442 6,594 -848 -11.4% 29,952
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.315 5.293 5.185
R3 5.255 5.233 5.169
R2 5.195 5.195 5.163
R1 5.173 5.173 5.158 5.184
PP 5.135 5.135 5.135 5.140
S1 5.113 5.113 5.147 5.124
S2 5.075 5.075 5.141
S3 5.015 5.053 5.136
S4 4.955 4.993 5.119
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 5.096 0.231 4.5% 0.113 2.2% 24% False True 8,567
10 5.327 5.096 0.231 4.5% 0.099 1.9% 24% False True 5,798
20 5.327 5.034 0.293 5.7% 0.101 2.0% 40% False False 4,894
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.024
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.411
2.618 5.313
1.618 5.253
1.000 5.216
0.618 5.193
HIGH 5.156
0.618 5.133
0.500 5.126
0.382 5.119
LOW 5.096
0.618 5.059
1.000 5.036
1.618 4.999
2.618 4.939
4.250 4.841
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 5.143 5.212
PP 5.135 5.192
S1 5.126 5.172

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

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