NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 4.322 4.289 -0.033 -0.8% 4.598
High 4.333 4.289 -0.044 -1.0% 4.598
Low 4.261 4.228 -0.033 -0.8% 4.338
Close 4.279 4.249 -0.030 -0.7% 4.342
Range 0.072 0.061 -0.011 -15.3% 0.260
ATR 0.126 0.121 -0.005 -3.7% 0.000
Volume 20,367 19,414 -953 -4.7% 128,131
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.438 4.405 4.283
R3 4.377 4.344 4.266
R2 4.316 4.316 4.260
R1 4.283 4.283 4.255 4.269
PP 4.255 4.255 4.255 4.249
S1 4.222 4.222 4.243 4.208
S2 4.194 4.194 4.238
S3 4.133 4.161 4.232
S4 4.072 4.100 4.215
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.206 5.034 4.485
R3 4.946 4.774 4.414
R2 4.686 4.686 4.390
R1 4.514 4.514 4.366 4.470
PP 4.426 4.426 4.426 4.404
S1 4.254 4.254 4.318 4.210
S2 4.166 4.166 4.294
S3 3.906 3.994 4.271
S4 3.646 3.734 4.199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.590 4.228 0.362 8.5% 0.099 2.3% 6% False True 23,121
10 4.604 4.228 0.376 8.8% 0.097 2.3% 6% False True 36,758
20 5.150 4.228 0.922 21.7% 0.128 3.0% 2% False True 36,571
40 5.208 4.228 0.980 23.1% 0.135 3.2% 2% False True 25,953
60 5.534 4.228 1.306 30.7% 0.143 3.4% 2% False True 20,122
80 5.534 4.228 1.306 30.7% 0.136 3.2% 2% False True 16,384
100 5.534 4.228 1.306 30.7% 0.139 3.3% 2% False True 13,647
120 5.534 4.228 1.306 30.7% 0.133 3.1% 2% False True 11,744
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 0.020
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.548
2.618 4.449
1.618 4.388
1.000 4.350
0.618 4.327
HIGH 4.289
0.618 4.266
0.500 4.259
0.382 4.251
LOW 4.228
0.618 4.190
1.000 4.167
1.618 4.129
2.618 4.068
4.250 3.969
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 4.259 4.319
PP 4.255 4.295
S1 4.252 4.272

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

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