NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 4.289 4.132 -0.157 -3.7% 4.598
High 4.289 4.264 -0.025 -0.6% 4.598
Low 4.228 4.098 -0.130 -3.1% 4.338
Close 4.249 4.132 -0.117 -2.8% 4.342
Range 0.061 0.166 0.105 172.1% 0.260
ATR 0.121 0.124 0.003 2.7% 0.000
Volume 19,414 22,499 3,085 15.9% 128,131
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.663 4.563 4.223
R3 4.497 4.397 4.178
R2 4.331 4.331 4.162
R1 4.231 4.231 4.147 4.215
PP 4.165 4.165 4.165 4.157
S1 4.065 4.065 4.117 4.049
S2 3.999 3.999 4.102
S3 3.833 3.899 4.086
S4 3.667 3.733 4.041
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 4.098 0.492 11.9% 0.116 2.8% 7% False True 22,184
10 4.604 4.098 0.506 12.2% 0.105 2.5% 7% False True 32,206
20 5.150 4.098 1.052 25.5% 0.127 3.1% 3% False True 36,929
40 5.208 4.098 1.110 26.9% 0.136 3.3% 3% False True 26,364
60 5.534 4.098 1.436 34.8% 0.143 3.5% 2% False True 20,387
80 5.534 4.098 1.436 34.8% 0.137 3.3% 2% False True 16,622
100 5.534 4.098 1.436 34.8% 0.139 3.4% 2% False True 13,825
120 5.534 4.098 1.436 34.8% 0.134 3.2% 2% False True 11,911
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.970
2.618 4.699
1.618 4.533
1.000 4.430
0.618 4.367
HIGH 4.264
0.618 4.201
0.500 4.181
0.382 4.161
LOW 4.098
0.618 3.995
1.000 3.932
1.618 3.829
2.618 3.663
4.250 3.393
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 4.181 4.216
PP 4.165 4.188
S1 4.148 4.160

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

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