NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 5.047 5.070 0.023 0.5% 5.330
High 5.229 5.074 -0.155 -3.0% 5.336
Low 5.007 4.960 -0.047 -0.9% 4.960
Close 5.047 5.001 -0.046 -0.9% 5.001
Range 0.222 0.114 -0.108 -48.6% 0.376
ATR 0.133 0.131 -0.001 -1.0% 0.000
Volume 18,867 24,445 5,578 29.6% 97,432
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.354 5.291 5.064
R3 5.240 5.177 5.032
R2 5.126 5.126 5.022
R1 5.063 5.063 5.011 5.038
PP 5.012 5.012 5.012 4.999
S1 4.949 4.949 4.991 4.924
S2 4.898 4.898 4.980
S3 4.784 4.835 4.970
S4 4.670 4.721 4.938
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 6.227 5.990 5.208
R3 5.851 5.614 5.104
R2 5.475 5.475 5.070
R1 5.238 5.238 5.035 5.169
PP 5.099 5.099 5.099 5.064
S1 4.862 4.862 4.967 4.793
S2 4.723 4.723 4.932
S3 4.347 4.486 4.898
S4 3.971 4.110 4.794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.336 4.960 0.376 7.5% 0.154 3.1% 11% False True 19,486
10 5.336 4.960 0.376 7.5% 0.128 2.6% 11% False True 16,435
20 5.336 4.946 0.390 7.8% 0.120 2.4% 14% False False 13,172
40 5.762 4.946 0.816 16.3% 0.133 2.7% 7% False False 10,377
60 5.762 4.946 0.816 16.3% 0.137 2.7% 7% False False 9,237
80 5.762 4.946 0.816 16.3% 0.134 2.7% 7% False False 7,883
100 5.762 4.946 0.816 16.3% 0.135 2.7% 7% False False 7,000
120 6.339 4.946 1.393 27.9% 0.129 2.6% 4% False False 6,217
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 5.559
2.618 5.372
1.618 5.258
1.000 5.188
0.618 5.144
HIGH 5.074
0.618 5.030
0.500 5.017
0.382 5.004
LOW 4.960
0.618 4.890
1.000 4.846
1.618 4.776
2.618 4.662
4.250 4.476
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 5.017 5.095
PP 5.012 5.063
S1 5.006 5.032

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

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