NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 4.100 4.030 -0.070 -1.7% 4.322
High 4.174 4.095 -0.079 -1.9% 4.333
Low 4.040 3.971 -0.069 -1.7% 3.994
Close 4.059 4.025 -0.034 -0.8% 4.003
Range 0.134 0.124 -0.010 -7.5% 0.339
ATR 0.129 0.129 0.000 -0.3% 0.000
Volume 41,530 33,690 -7,840 -18.9% 119,813
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.402 4.338 4.093
R3 4.278 4.214 4.059
R2 4.154 4.154 4.048
R1 4.090 4.090 4.036 4.060
PP 4.030 4.030 4.030 4.016
S1 3.966 3.966 4.014 3.936
S2 3.906 3.906 4.002
S3 3.782 3.842 3.991
S4 3.658 3.718 3.957
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.127 4.904 4.189
R3 4.788 4.565 4.096
R2 4.449 4.449 4.065
R1 4.226 4.226 4.034 4.168
PP 4.110 4.110 4.110 4.081
S1 3.887 3.887 3.972 3.829
S2 3.771 3.771 3.941
S3 3.432 3.548 3.910
S4 3.093 3.209 3.817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.191 3.971 0.220 5.5% 0.142 3.5% 25% False True 33,422
10 4.409 3.971 0.438 10.9% 0.119 3.0% 12% False True 27,941
20 4.831 3.971 0.860 21.4% 0.119 3.0% 6% False True 37,920
40 5.150 3.971 1.179 29.3% 0.127 3.1% 5% False True 28,859
60 5.534 3.971 1.563 38.8% 0.137 3.4% 3% False True 22,697
80 5.534 3.971 1.563 38.8% 0.140 3.5% 3% False True 18,756
100 5.534 3.971 1.563 38.8% 0.137 3.4% 3% False True 15,644
120 5.534 3.971 1.563 38.8% 0.137 3.4% 3% False True 13,455
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.622
2.618 4.420
1.618 4.296
1.000 4.219
0.618 4.172
HIGH 4.095
0.618 4.048
0.500 4.033
0.382 4.018
LOW 3.971
0.618 3.894
1.000 3.847
1.618 3.770
2.618 3.646
4.250 3.444
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 4.033 4.081
PP 4.030 4.062
S1 4.028 4.044

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

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