NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 5.150 4.933 -0.217 -4.2% 4.831
High 5.150 5.003 -0.147 -2.9% 5.081
Low 4.890 4.839 -0.051 -1.0% 4.780
Close 4.908 4.851 -0.057 -1.2% 5.072
Range 0.260 0.164 -0.096 -36.9% 0.301
ATR 0.146 0.147 0.001 0.9% 0.000
Volume 23,263 26,361 3,098 13.3% 102,037
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.390 5.284 4.941
R3 5.226 5.120 4.896
R2 5.062 5.062 4.881
R1 4.956 4.956 4.866 4.927
PP 4.898 4.898 4.898 4.883
S1 4.792 4.792 4.836 4.763
S2 4.734 4.734 4.821
S3 4.570 4.628 4.806
S4 4.406 4.464 4.761
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.881 5.777 5.238
R3 5.580 5.476 5.155
R2 5.279 5.279 5.127
R1 5.175 5.175 5.100 5.227
PP 4.978 4.978 4.978 5.004
S1 4.874 4.874 5.044 4.926
S2 4.677 4.677 5.017
S3 4.376 4.573 4.989
S4 4.075 4.272 4.906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.150 4.839 0.311 6.4% 0.172 3.5% 4% False True 25,825
10 5.150 4.780 0.370 7.6% 0.135 2.8% 19% False False 19,716
20 5.150 4.641 0.509 10.5% 0.137 2.8% 41% False False 18,658
40 5.534 4.641 0.893 18.4% 0.146 3.0% 24% False False 14,130
60 5.534 4.641 0.893 18.4% 0.146 3.0% 24% False False 11,527
80 5.534 4.641 0.893 18.4% 0.142 2.9% 24% False False 9,337
100 5.534 4.641 0.893 18.4% 0.138 2.8% 24% False False 7,969
120 6.170 4.641 1.529 31.5% 0.134 2.8% 14% False False 6,905
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.700
2.618 5.432
1.618 5.268
1.000 5.167
0.618 5.104
HIGH 5.003
0.618 4.940
0.500 4.921
0.382 4.902
LOW 4.839
0.618 4.738
1.000 4.675
1.618 4.574
2.618 4.410
4.250 4.142
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 4.921 4.995
PP 4.898 4.947
S1 4.874 4.899

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

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