NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 4.745 4.601 -0.144 -3.0% 5.150
High 4.779 4.629 -0.150 -3.1% 5.150
Low 4.565 4.547 -0.018 -0.4% 4.700
Close 4.596 4.555 -0.041 -0.9% 4.727
Range 0.214 0.082 -0.132 -61.7% 0.450
ATR 0.152 0.147 -0.005 -3.3% 0.000
Volume 61,198 77,846 16,648 27.2% 145,290
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.823 4.771 4.600
R3 4.741 4.689 4.578
R2 4.659 4.659 4.570
R1 4.607 4.607 4.563 4.592
PP 4.577 4.577 4.577 4.570
S1 4.525 4.525 4.547 4.510
S2 4.495 4.495 4.540
S3 4.413 4.443 4.532
S4 4.331 4.361 4.510
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 4.965 4.547 0.418 9.2% 0.145 3.2% 2% False True 46,942
10 5.150 4.547 0.603 13.2% 0.159 3.5% 1% False True 36,383
20 5.150 4.547 0.603 13.2% 0.139 3.1% 1% False True 25,827
40 5.534 4.547 0.987 21.7% 0.148 3.3% 1% False True 18,714
60 5.534 4.547 0.987 21.7% 0.149 3.3% 1% False True 14,845
80 5.534 4.547 0.987 21.7% 0.142 3.1% 1% False True 12,131
100 5.534 4.547 0.987 21.7% 0.141 3.1% 1% False True 10,259
120 5.810 4.547 1.263 27.7% 0.134 2.9% 1% False True 8,812
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.978
2.618 4.844
1.618 4.762
1.000 4.711
0.618 4.680
HIGH 4.629
0.618 4.598
0.500 4.588
0.382 4.578
LOW 4.547
0.618 4.496
1.000 4.465
1.618 4.414
2.618 4.332
4.250 4.199
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 4.588 4.689
PP 4.577 4.644
S1 4.566 4.600

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

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