NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 4.749 4.606 -0.143 -3.0% 4.896
High 4.840 4.673 -0.167 -3.5% 4.896
Low 4.638 4.600 -0.038 -0.8% 4.600
Close 4.663 4.606 -0.057 -1.2% 4.606
Range 0.202 0.073 -0.129 -63.9% 0.296
ATR 0.124 0.120 -0.004 -2.9% 0.000
Volume 15,717 12,321 -3,396 -21.6% 72,497
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.845 4.799 4.646
R3 4.772 4.726 4.626
R2 4.699 4.699 4.619
R1 4.653 4.653 4.613 4.643
PP 4.626 4.626 4.626 4.621
S1 4.580 4.580 4.599 4.570
S2 4.553 4.553 4.593
S3 4.480 4.507 4.586
S4 4.407 4.434 4.566
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.589 5.393 4.769
R3 5.293 5.097 4.687
R2 4.997 4.997 4.660
R1 4.801 4.801 4.633 4.751
PP 4.701 4.701 4.701 4.676
S1 4.505 4.505 4.579 4.455
S2 4.405 4.405 4.552
S3 4.109 4.209 4.525
S4 3.813 3.913 4.443
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.896 4.600 0.296 6.4% 0.120 2.6% 2% False True 14,499
10 5.050 4.600 0.450 9.8% 0.111 2.4% 1% False True 19,413
20 5.336 4.600 0.736 16.0% 0.119 2.6% 1% False True 17,924
40 5.570 4.600 0.970 21.1% 0.126 2.7% 1% False True 13,486
60 5.762 4.600 1.162 25.2% 0.133 2.9% 1% False True 11,470
80 5.762 4.600 1.162 25.2% 0.132 2.9% 1% False True 9,919
100 5.762 4.600 1.162 25.2% 0.135 2.9% 1% False True 8,661
120 5.846 4.600 1.246 27.1% 0.130 2.8% 0% False True 7,654
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.983
2.618 4.864
1.618 4.791
1.000 4.746
0.618 4.718
HIGH 4.673
0.618 4.645
0.500 4.637
0.382 4.628
LOW 4.600
0.618 4.555
1.000 4.527
1.618 4.482
2.618 4.409
4.250 4.290
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 4.637 4.720
PP 4.626 4.682
S1 4.616 4.644

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

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