NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 4.831 4.896 0.065 1.3% 5.003
High 4.879 4.896 0.017 0.3% 5.050
Low 4.830 4.715 -0.115 -2.4% 4.738
Close 4.869 4.725 -0.144 -3.0% 4.869
Range 0.049 0.181 0.132 269.4% 0.312
ATR 0.121 0.125 0.004 3.6% 0.000
Volume 24,760 12,188 -12,572 -50.8% 121,634
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.322 5.204 4.825
R3 5.141 5.023 4.775
R2 4.960 4.960 4.758
R1 4.842 4.842 4.742 4.811
PP 4.779 4.779 4.779 4.763
S1 4.661 4.661 4.708 4.630
S2 4.598 4.598 4.692
S3 4.417 4.480 4.675
S4 4.236 4.299 4.625
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.822 5.657 5.041
R3 5.510 5.345 4.955
R2 5.198 5.198 4.926
R1 5.033 5.033 4.898 4.960
PP 4.886 4.886 4.886 4.849
S1 4.721 4.721 4.840 4.648
S2 4.574 4.574 4.812
S3 4.262 4.409 4.783
S4 3.950 4.097 4.697
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.896 4.715 0.181 3.8% 0.099 2.1% 6% True True 21,642
10 5.229 4.715 0.514 10.9% 0.125 2.6% 2% False True 21,939
20 5.336 4.715 0.621 13.1% 0.120 2.5% 2% False True 16,811
40 5.732 4.715 1.017 21.5% 0.132 2.8% 1% False True 12,684
60 5.762 4.715 1.047 22.2% 0.134 2.8% 1% False True 10,697
80 5.762 4.715 1.047 22.2% 0.133 2.8% 1% False True 9,331
100 5.762 4.715 1.047 22.2% 0.136 2.9% 1% False True 8,175
120 5.953 4.715 1.238 26.2% 0.130 2.7% 1% False True 7,210
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.665
2.618 5.370
1.618 5.189
1.000 5.077
0.618 5.008
HIGH 4.896
0.618 4.827
0.500 4.806
0.382 4.784
LOW 4.715
0.618 4.603
1.000 4.534
1.618 4.422
2.618 4.241
4.250 3.946
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 4.806 4.806
PP 4.779 4.779
S1 4.752 4.752

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

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