NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 4.514 4.523 0.009 0.2% 4.650
High 4.540 4.530 -0.010 -0.2% 4.653
Low 4.479 4.418 -0.061 -1.4% 4.418
Close 4.496 4.422 -0.074 -1.6% 4.422
Range 0.061 0.112 0.051 83.6% 0.235
ATR 0.096 0.097 0.001 1.2% 0.000
Volume 5,897 8,132 2,235 37.9% 28,866
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.793 4.719 4.484
R3 4.681 4.607 4.453
R2 4.569 4.569 4.443
R1 4.495 4.495 4.432 4.476
PP 4.457 4.457 4.457 4.447
S1 4.383 4.383 4.412 4.364
S2 4.345 4.345 4.401
S3 4.233 4.271 4.391
S4 4.121 4.159 4.360
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.203 5.047 4.551
R3 4.968 4.812 4.487
R2 4.733 4.733 4.465
R1 4.577 4.577 4.444 4.538
PP 4.498 4.498 4.498 4.478
S1 4.342 4.342 4.400 4.303
S2 4.263 4.263 4.379
S3 4.028 4.107 4.357
S4 3.793 3.872 4.293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.653 4.418 0.235 5.3% 0.081 1.8% 2% False True 5,773
10 4.911 4.418 0.493 11.1% 0.092 2.1% 1% False True 4,727
20 5.327 4.418 0.909 20.6% 0.097 2.2% 0% False True 5,498
40 5.458 4.418 1.040 23.5% 0.100 2.3% 0% False True 5,027
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.006
2.618 4.823
1.618 4.711
1.000 4.642
0.618 4.599
HIGH 4.530
0.618 4.487
0.500 4.474
0.382 4.461
LOW 4.418
0.618 4.349
1.000 4.306
1.618 4.237
2.618 4.125
4.250 3.942
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 4.474 4.488
PP 4.457 4.466
S1 4.439 4.444

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

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