NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 4.795 4.814 0.019 0.4% 5.150
High 4.965 4.831 -0.134 -2.7% 5.150
Low 4.755 4.700 -0.055 -1.2% 4.700
Close 4.795 4.727 -0.068 -1.4% 4.727
Range 0.210 0.131 -0.079 -37.6% 0.450
ATR 0.148 0.147 -0.001 -0.8% 0.000
Volume 28,664 33,358 4,694 16.4% 145,290
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.146 5.067 4.799
R3 5.015 4.936 4.763
R2 4.884 4.884 4.751
R1 4.805 4.805 4.739 4.779
PP 4.753 4.753 4.753 4.740
S1 4.674 4.674 4.715 4.648
S2 4.622 4.622 4.703
S3 4.491 4.543 4.691
S4 4.360 4.412 4.655
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 6.209 5.918 4.975
R3 5.759 5.468 4.851
R2 5.309 5.309 4.810
R1 5.018 5.018 4.768 4.939
PP 4.859 4.859 4.859 4.819
S1 4.568 4.568 4.686 4.489
S2 4.409 4.409 4.645
S3 3.959 4.118 4.603
S4 3.509 3.668 4.480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.150 4.700 0.450 9.5% 0.171 3.6% 6% False True 29,058
10 5.150 4.700 0.450 9.5% 0.145 3.1% 6% False True 24,732
20 5.150 4.641 0.509 10.8% 0.136 2.9% 17% False False 20,435
40 5.534 4.641 0.893 18.9% 0.146 3.1% 10% False False 15,662
60 5.534 4.641 0.893 18.9% 0.148 3.1% 10% False False 12,804
80 5.534 4.641 0.893 18.9% 0.142 3.0% 10% False False 10,464
100 5.534 4.641 0.893 18.9% 0.141 3.0% 10% False False 8,882
120 6.038 4.641 1.397 29.6% 0.133 2.8% 6% False False 7,672
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.388
2.618 5.174
1.618 5.043
1.000 4.962
0.618 4.912
HIGH 4.831
0.618 4.781
0.500 4.766
0.382 4.750
LOW 4.700
0.618 4.619
1.000 4.569
1.618 4.488
2.618 4.357
4.250 4.143
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 4.766 4.833
PP 4.753 4.797
S1 4.740 4.762

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

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