NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 5.021 4.897 -0.124 -2.5% 5.152
High 5.063 4.918 -0.145 -2.9% 5.327
Low 4.895 4.843 -0.052 -1.1% 4.988
Close 4.923 4.847 -0.076 -1.5% 5.019
Range 0.168 0.075 -0.093 -55.4% 0.339
ATR 0.116 0.114 -0.003 -2.2% 0.000
Volume 5,127 7,210 2,083 40.6% 32,513
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.094 5.046 4.888
R3 5.019 4.971 4.868
R2 4.944 4.944 4.861
R1 4.896 4.896 4.854 4.883
PP 4.869 4.869 4.869 4.863
S1 4.821 4.821 4.840 4.808
S2 4.794 4.794 4.833
S3 4.719 4.746 4.826
S4 4.644 4.671 4.806
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 6.128 5.913 5.205
R3 5.789 5.574 5.112
R2 5.450 5.450 5.081
R1 5.235 5.235 5.050 5.173
PP 5.111 5.111 5.111 5.081
S1 4.896 4.896 4.988 4.834
S2 4.772 4.772 4.957
S3 4.433 4.557 4.926
S4 4.094 4.218 4.833
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.183 4.843 0.340 7.0% 0.112 2.3% 1% False True 6,062
10 5.327 4.843 0.484 10.0% 0.119 2.5% 1% False True 6,924
20 5.327 4.843 0.484 10.0% 0.107 2.2% 1% False True 5,219
Crabel Price Patterns
NR True
NR4 True
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 0.024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.237
2.618 5.114
1.618 5.039
1.000 4.993
0.618 4.964
HIGH 4.918
0.618 4.889
0.500 4.881
0.382 4.872
LOW 4.843
0.618 4.797
1.000 4.768
1.618 4.722
2.618 4.647
4.250 4.524
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 4.881 4.965
PP 4.869 4.926
S1 4.858 4.886

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

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