NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 4.290 4.255 -0.035 -0.8% 4.477
High 4.324 4.450 0.126 2.9% 4.538
Low 4.216 4.170 -0.046 -1.1% 4.263
Close 4.266 4.205 -0.061 -1.4% 4.350
Range 0.108 0.280 0.172 159.3% 0.275
ATR 0.154 0.163 0.009 5.8% 0.000
Volume 69,613 59,075 -10,538 -15.1% 460,729
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.115 4.940 4.359
R3 4.835 4.660 4.282
R2 4.555 4.555 4.256
R1 4.380 4.380 4.231 4.328
PP 4.275 4.275 4.275 4.249
S1 4.100 4.100 4.179 4.048
S2 3.995 3.995 4.154
S3 3.715 3.820 4.128
S4 3.435 3.540 4.051
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.209 5.054 4.501
R3 4.934 4.779 4.426
R2 4.659 4.659 4.400
R1 4.504 4.504 4.375 4.444
PP 4.384 4.384 4.384 4.354
S1 4.229 4.229 4.325 4.169
S2 4.109 4.109 4.300
S3 3.834 3.954 4.274
S4 3.559 3.679 4.199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.450 4.170 0.280 6.7% 0.151 3.6% 13% True True 68,204
10 4.663 4.170 0.493 11.7% 0.148 3.5% 7% False True 78,400
20 5.010 4.170 0.840 20.0% 0.160 3.8% 4% False True 59,969
40 5.028 4.170 0.858 20.4% 0.167 4.0% 4% False True 45,278
60 5.345 4.170 1.175 27.9% 0.176 4.2% 3% False True 39,330
80 5.345 4.115 1.230 29.3% 0.172 4.1% 7% False False 34,128
100 5.345 4.115 1.230 29.3% 0.171 4.1% 7% False False 30,061
120 5.345 4.115 1.230 29.3% 0.161 3.8% 7% False False 26,906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.640
2.618 5.183
1.618 4.903
1.000 4.730
0.618 4.623
HIGH 4.450
0.618 4.343
0.500 4.310
0.382 4.277
LOW 4.170
0.618 3.997
1.000 3.890
1.618 3.717
2.618 3.437
4.250 2.980
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 4.310 4.310
PP 4.275 4.275
S1 4.240 4.240

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.