NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 4.322 4.329 0.007 0.2% 4.999
High 4.374 4.374 0.000 0.0% 5.010
Low 4.263 4.283 0.020 0.5% 4.483
Close 4.331 4.315 -0.016 -0.4% 4.494
Range 0.111 0.091 -0.020 -18.0% 0.527
ATR 0.172 0.167 -0.006 -3.4% 0.000
Volume 104,321 86,708 -17,613 -16.9% 252,682
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.597 4.547 4.365
R3 4.506 4.456 4.340
R2 4.415 4.415 4.332
R1 4.365 4.365 4.323 4.345
PP 4.324 4.324 4.324 4.314
S1 4.274 4.274 4.307 4.254
S2 4.233 4.233 4.298
S3 4.142 4.183 4.290
S4 4.051 4.092 4.265
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 6.243 5.896 4.784
R3 5.716 5.369 4.639
R2 5.189 5.189 4.591
R1 4.842 4.842 4.542 4.752
PP 4.662 4.662 4.662 4.618
S1 4.315 4.315 4.446 4.225
S2 4.135 4.135 4.397
S3 3.608 3.788 4.349
S4 3.081 3.261 4.204
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.663 4.263 0.400 9.3% 0.145 3.4% 13% False False 88,597
10 5.010 4.263 0.747 17.3% 0.175 4.1% 7% False False 69,423
20 5.010 4.263 0.747 17.3% 0.160 3.7% 7% False False 51,471
40 5.310 4.263 1.047 24.3% 0.174 4.0% 5% False False 39,863
60 5.345 4.115 1.230 28.5% 0.179 4.1% 16% False False 35,239
80 5.345 4.115 1.230 28.5% 0.172 4.0% 16% False False 30,555
100 5.345 4.115 1.230 28.5% 0.169 3.9% 16% False False 27,265
120 5.345 4.115 1.230 28.5% 0.160 3.7% 16% False False 24,416
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.761
2.618 4.612
1.618 4.521
1.000 4.465
0.618 4.430
HIGH 4.374
0.618 4.339
0.500 4.329
0.382 4.318
LOW 4.283
0.618 4.227
1.000 4.192
1.618 4.136
2.618 4.045
4.250 3.896
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 4.329 4.327
PP 4.324 4.323
S1 4.320 4.319

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.