NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 4.736 4.610 -0.126 -2.7% 4.988
High 4.825 4.646 -0.179 -3.7% 5.007
Low 4.556 4.456 -0.100 -2.2% 4.456
Close 4.598 4.467 -0.131 -2.8% 4.467
Range 0.269 0.190 -0.079 -29.4% 0.551
ATR 0.187 0.188 0.000 0.1% 0.000
Volume 136,631 103,316 -33,315 -24.4% 537,317
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.093 4.970 4.572
R3 4.903 4.780 4.519
R2 4.713 4.713 4.502
R1 4.590 4.590 4.484 4.557
PP 4.523 4.523 4.523 4.506
S1 4.400 4.400 4.450 4.367
S2 4.333 4.333 4.432
S3 4.143 4.210 4.415
S4 3.953 4.020 4.363
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 6.296 5.933 4.770
R3 5.745 5.382 4.619
R2 5.194 5.194 4.568
R1 4.831 4.831 4.518 4.737
PP 4.643 4.643 4.643 4.597
S1 4.280 4.280 4.416 4.186
S2 4.092 4.092 4.366
S3 3.541 3.729 4.315
S4 2.990 3.178 4.164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.007 4.456 0.551 12.3% 0.222 5.0% 2% False True 107,463
10 5.007 4.456 0.551 12.3% 0.189 4.2% 2% False True 99,919
20 5.007 4.290 0.717 16.1% 0.173 3.9% 25% False False 78,892
40 5.282 4.290 0.992 22.2% 0.188 4.2% 18% False False 53,206
60 5.282 4.168 1.114 24.9% 0.186 4.2% 27% False False 43,972
80 5.282 4.140 1.142 25.6% 0.177 4.0% 29% False False 35,760
100 5.282 4.140 1.142 25.6% 0.173 3.9% 29% False False 30,005
120 5.656 4.140 1.516 33.9% 0.163 3.6% 22% False False 25,705
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 0.041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.454
2.618 5.143
1.618 4.953
1.000 4.836
0.618 4.763
HIGH 4.646
0.618 4.573
0.500 4.551
0.382 4.529
LOW 4.456
0.618 4.339
1.000 4.266
1.618 4.149
2.618 3.959
4.250 3.649
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 4.551 4.641
PP 4.523 4.583
S1 4.495 4.525

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

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