NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 4.580 4.550 -0.030 -0.7% 5.150
High 4.585 4.604 0.019 0.4% 5.150
Low 4.495 4.535 0.040 0.9% 4.700
Close 4.546 4.573 0.027 0.6% 4.727
Range 0.090 0.069 -0.021 -23.3% 0.450
ATR 0.143 0.137 -0.005 -3.7% 0.000
Volume 68,019 62,395 -5,624 -8.3% 145,290
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.778 4.744 4.611
R3 4.709 4.675 4.592
R2 4.640 4.640 4.586
R1 4.606 4.606 4.579 4.623
PP 4.571 4.571 4.571 4.579
S1 4.537 4.537 4.567 4.554
S2 4.502 4.502 4.560
S3 4.433 4.468 4.554
S4 4.364 4.399 4.535
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 4.831 4.495 0.336 7.3% 0.117 2.6% 23% False False 60,563
10 5.150 4.495 0.655 14.3% 0.142 3.1% 12% False False 44,646
20 5.150 4.495 0.655 14.3% 0.130 2.8% 12% False False 30,442
40 5.510 4.495 1.015 22.2% 0.146 3.2% 8% False False 21,323
60 5.534 4.495 1.039 22.7% 0.147 3.2% 8% False False 16,828
80 5.534 4.495 1.039 22.7% 0.141 3.1% 8% False False 13,706
100 5.534 4.495 1.039 22.7% 0.141 3.1% 8% False False 11,495
120 5.631 4.495 1.136 24.8% 0.133 2.9% 7% False False 9,873
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 4.897
2.618 4.785
1.618 4.716
1.000 4.673
0.618 4.647
HIGH 4.604
0.618 4.578
0.500 4.570
0.382 4.561
LOW 4.535
0.618 4.492
1.000 4.466
1.618 4.423
2.618 4.354
4.250 4.242
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 4.572 4.569
PP 4.571 4.566
S1 4.570 4.562

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

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