NYMEX Natural Gas Future September 2010


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 4.452 4.330 -0.122 -2.7% 4.988
High 4.548 4.370 -0.178 -3.9% 5.007
Low 4.263 4.276 0.013 0.3% 4.456
Close 4.309 4.297 -0.012 -0.3% 4.467
Range 0.285 0.094 -0.191 -67.0% 0.551
ATR 0.195 0.187 -0.007 -3.7% 0.000
Volume 157,735 126,966 -30,769 -19.5% 537,317
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.596 4.541 4.349
R3 4.502 4.447 4.323
R2 4.408 4.408 4.314
R1 4.353 4.353 4.306 4.334
PP 4.314 4.314 4.314 4.305
S1 4.259 4.259 4.288 4.240
S2 4.220 4.220 4.280
S3 4.126 4.165 4.271
S4 4.032 4.071 4.245
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 4.825 4.263 0.562 13.1% 0.192 4.5% 6% False False 123,131
10 5.007 4.263 0.744 17.3% 0.205 4.8% 5% False False 118,631
20 5.007 4.263 0.744 17.3% 0.179 4.2% 5% False False 89,802
40 5.282 4.263 1.019 23.7% 0.190 4.4% 3% False False 57,992
60 5.282 4.168 1.114 25.9% 0.186 4.3% 12% False False 47,961
80 5.282 4.140 1.142 26.6% 0.178 4.1% 14% False False 39,075
100 5.282 4.140 1.142 26.6% 0.174 4.1% 14% False False 32,792
120 5.419 4.140 1.279 29.8% 0.164 3.8% 12% False False 28,031
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.770
2.618 4.616
1.618 4.522
1.000 4.464
0.618 4.428
HIGH 4.370
0.618 4.334
0.500 4.323
0.382 4.312
LOW 4.276
0.618 4.218
1.000 4.182
1.618 4.124
2.618 4.030
4.250 3.877
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 4.323 4.455
PP 4.314 4.402
S1 4.306 4.350

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

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