NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 4.336 4.226 -0.110 -2.5% 4.452
High 4.350 4.322 -0.028 -0.6% 4.548
Low 4.182 4.186 0.004 0.1% 4.257
Close 4.228 4.267 0.039 0.9% 4.328
Range 0.168 0.136 -0.032 -19.0% 0.291
ATR 0.169 0.167 -0.002 -1.4% 0.000
Volume 96,592 93,235 -3,357 -3.5% 579,423
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.666 4.603 4.342
R3 4.530 4.467 4.304
R2 4.394 4.394 4.292
R1 4.331 4.331 4.279 4.363
PP 4.258 4.258 4.258 4.274
S1 4.195 4.195 4.255 4.227
S2 4.122 4.122 4.242
S3 3.986 4.059 4.230
S4 3.850 3.923 4.192
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.251 5.080 4.488
R3 4.960 4.789 4.408
R2 4.669 4.669 4.381
R1 4.498 4.498 4.355 4.438
PP 4.378 4.378 4.378 4.348
S1 4.207 4.207 4.301 4.147
S2 4.087 4.087 4.275
S3 3.796 3.916 4.248
S4 3.505 3.625 4.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.376 4.182 0.194 4.5% 0.119 2.8% 44% False False 96,909
10 4.825 4.182 0.643 15.1% 0.156 3.6% 13% False False 110,020
20 5.007 4.182 0.825 19.3% 0.167 3.9% 10% False False 97,821
40 5.010 4.182 0.828 19.4% 0.176 4.1% 10% False False 67,165
60 5.282 4.168 1.114 26.1% 0.183 4.3% 9% False False 54,549
80 5.282 4.140 1.142 26.8% 0.176 4.1% 11% False False 44,688
100 5.282 4.140 1.142 26.8% 0.175 4.1% 11% False False 37,384
120 5.282 4.140 1.142 26.8% 0.164 3.8% 11% False False 31,936
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.900
2.618 4.678
1.618 4.542
1.000 4.458
0.618 4.406
HIGH 4.322
0.618 4.270
0.500 4.254
0.382 4.238
LOW 4.186
0.618 4.102
1.000 4.050
1.618 3.966
2.618 3.830
4.250 3.608
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 4.263 4.267
PP 4.258 4.266
S1 4.254 4.266

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.