NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 4.107 4.057 -0.050 -1.2% 4.359
High 4.108 4.074 -0.034 -0.8% 4.450
Low 4.043 3.864 -0.179 -4.4% 4.133
Close 4.059 3.896 -0.163 -4.0% 4.137
Range 0.065 0.210 0.145 223.1% 0.317
ATR 0.147 0.151 0.005 3.1% 0.000
Volume 53,339 52,453 -886 -1.7% 319,161
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.575 4.445 4.012
R3 4.365 4.235 3.954
R2 4.155 4.155 3.935
R1 4.025 4.025 3.915 3.985
PP 3.945 3.945 3.945 3.925
S1 3.815 3.815 3.877 3.775
S2 3.735 3.735 3.858
S3 3.525 3.605 3.838
S4 3.315 3.395 3.781
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.191 4.981 4.311
R3 4.874 4.664 4.224
R2 4.557 4.557 4.195
R1 4.347 4.347 4.166 4.294
PP 4.240 4.240 4.240 4.213
S1 4.030 4.030 4.108 3.977
S2 3.923 3.923 4.079
S3 3.606 3.713 4.050
S4 3.289 3.396 3.963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.450 3.864 0.586 15.0% 0.145 3.7% 5% False True 53,228
10 4.450 3.864 0.586 15.0% 0.129 3.3% 5% False True 63,479
20 5.010 3.864 1.146 29.4% 0.157 4.0% 3% False True 65,295
40 5.010 3.864 1.146 29.4% 0.163 4.2% 3% False True 48,768
60 5.345 3.864 1.481 38.0% 0.173 4.4% 2% False True 41,594
80 5.345 3.864 1.481 38.0% 0.168 4.3% 2% False True 35,917
100 5.345 3.864 1.481 38.0% 0.167 4.3% 2% False True 31,433
120 5.345 3.864 1.481 38.0% 0.161 4.1% 2% False True 28,263
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.967
2.618 4.624
1.618 4.414
1.000 4.284
0.618 4.204
HIGH 4.074
0.618 3.994
0.500 3.969
0.382 3.944
LOW 3.864
0.618 3.734
1.000 3.654
1.618 3.524
2.618 3.314
4.250 2.972
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 3.969 4.003
PP 3.945 3.967
S1 3.920 3.932

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

View Archives - Comment on this page... - Back to Index of Symbols