NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 4.550 4.560 0.010 0.2% 4.745
High 4.604 4.604 0.000 0.0% 4.779
Low 4.535 4.552 0.017 0.4% 4.495
Close 4.573 4.585 0.012 0.3% 4.585
Range 0.069 0.052 -0.017 -24.6% 0.284
ATR 0.137 0.131 -0.006 -4.4% 0.000
Volume 62,395 69,263 6,868 11.0% 338,721
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.736 4.713 4.614
R3 4.684 4.661 4.599
R2 4.632 4.632 4.595
R1 4.609 4.609 4.590 4.621
PP 4.580 4.580 4.580 4.586
S1 4.557 4.557 4.580 4.569
S2 4.528 4.528 4.575
S3 4.476 4.505 4.571
S4 4.424 4.453 4.556
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.472 5.312 4.741
R3 5.188 5.028 4.663
R2 4.904 4.904 4.637
R1 4.744 4.744 4.611 4.682
PP 4.620 4.620 4.620 4.589
S1 4.460 4.460 4.559 4.398
S2 4.336 4.336 4.533
S3 4.052 4.176 4.507
S4 3.768 3.892 4.429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.779 4.495 0.284 6.2% 0.101 2.2% 32% False False 67,744
10 5.150 4.495 0.655 14.3% 0.136 3.0% 14% False False 48,401
20 5.150 4.495 0.655 14.3% 0.125 2.7% 14% False False 32,877
40 5.510 4.495 1.015 22.1% 0.143 3.1% 9% False False 22,859
60 5.534 4.495 1.039 22.7% 0.144 3.1% 9% False False 17,861
80 5.534 4.495 1.039 22.7% 0.141 3.1% 9% False False 14,541
100 5.534 4.495 1.039 22.7% 0.141 3.1% 9% False False 12,158
120 5.631 4.495 1.136 24.8% 0.133 2.9% 8% False False 10,441
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 99 trading days
Fibonacci Retracements and Extensions
4.250 4.825
2.618 4.740
1.618 4.688
1.000 4.656
0.618 4.636
HIGH 4.604
0.618 4.584
0.500 4.578
0.382 4.572
LOW 4.552
0.618 4.520
1.000 4.500
1.618 4.468
2.618 4.416
4.250 4.331
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 4.583 4.573
PP 4.580 4.561
S1 4.578 4.550

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

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