NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 4.598 4.462 -0.136 -3.0% 4.745
High 4.598 4.515 -0.083 -1.8% 4.779
Low 4.432 4.414 -0.018 -0.4% 4.495
Close 4.456 4.473 0.017 0.4% 4.585
Range 0.166 0.101 -0.065 -39.2% 0.284
ATR 0.134 0.131 -0.002 -1.7% 0.000
Volume 28,581 23,726 -4,855 -17.0% 338,721
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.770 4.723 4.529
R3 4.669 4.622 4.501
R2 4.568 4.568 4.492
R1 4.521 4.521 4.482 4.545
PP 4.467 4.467 4.467 4.479
S1 4.420 4.420 4.464 4.444
S2 4.366 4.366 4.454
S3 4.265 4.319 4.445
S4 4.164 4.218 4.417
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 4.604 4.414 0.190 4.2% 0.096 2.1% 31% False True 50,396
10 4.965 4.414 0.551 12.3% 0.121 2.7% 11% False True 48,669
20 5.150 4.414 0.736 16.5% 0.128 2.9% 8% False True 34,193
40 5.283 4.414 0.869 19.4% 0.138 3.1% 7% False True 23,906
60 5.534 4.414 1.120 25.0% 0.145 3.2% 5% False True 18,546
80 5.534 4.414 1.120 25.0% 0.139 3.1% 5% False True 15,133
100 5.534 4.414 1.120 25.0% 0.142 3.2% 5% False True 12,634
120 5.619 4.414 1.205 26.9% 0.134 3.0% 5% False True 10,857
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.944
2.618 4.779
1.618 4.678
1.000 4.616
0.618 4.577
HIGH 4.515
0.618 4.476
0.500 4.465
0.382 4.453
LOW 4.414
0.618 4.352
1.000 4.313
1.618 4.251
2.618 4.150
4.250 3.985
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 4.470 4.509
PP 4.467 4.497
S1 4.465 4.485

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

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