NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 4.726 4.751 0.025 0.5% 5.003
High 4.760 4.759 -0.001 0.0% 5.050
Low 4.686 4.687 0.001 0.0% 4.738
Close 4.732 4.734 0.002 0.0% 4.869
Range 0.074 0.072 -0.002 -2.7% 0.312
ATR 0.121 0.118 -0.004 -2.9% 0.000
Volume 16,685 15,586 -1,099 -6.6% 121,634
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.943 4.910 4.774
R3 4.871 4.838 4.754
R2 4.799 4.799 4.747
R1 4.766 4.766 4.741 4.747
PP 4.727 4.727 4.727 4.717
S1 4.694 4.694 4.727 4.675
S2 4.655 4.655 4.721
S3 4.583 4.622 4.714
S4 4.511 4.550 4.694
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 4.686 0.210 4.4% 0.092 1.9% 23% False False 18,090
10 5.229 4.686 0.543 11.5% 0.117 2.5% 9% False False 20,940
20 5.336 4.686 0.650 13.7% 0.117 2.5% 7% False False 17,691
40 5.570 4.686 0.884 18.7% 0.125 2.6% 5% False False 13,178
60 5.762 4.686 1.076 22.7% 0.133 2.8% 4% False False 11,110
80 5.762 4.686 1.076 22.7% 0.131 2.8% 4% False False 9,642
100 5.762 4.686 1.076 22.7% 0.135 2.9% 4% False False 8,444
120 5.953 4.686 1.267 26.8% 0.130 2.7% 4% False False 7,462
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.065
2.618 4.947
1.618 4.875
1.000 4.831
0.618 4.803
HIGH 4.759
0.618 4.731
0.500 4.723
0.382 4.715
LOW 4.687
0.618 4.643
1.000 4.615
1.618 4.571
2.618 4.499
4.250 4.381
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 4.730 4.791
PP 4.727 4.772
S1 4.723 4.753

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

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