NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 4.580 4.535 -0.045 -1.0% 4.896
High 4.593 4.535 -0.058 -1.3% 4.896
Low 4.522 4.478 -0.044 -1.0% 4.600
Close 4.539 4.492 -0.047 -1.0% 4.606
Range 0.071 0.057 -0.014 -19.7% 0.296
ATR 0.118 0.114 -0.004 -3.4% 0.000
Volume 11,505 10,075 -1,430 -12.4% 72,497
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.673 4.639 4.523
R3 4.616 4.582 4.508
R2 4.559 4.559 4.502
R1 4.525 4.525 4.497 4.514
PP 4.502 4.502 4.502 4.496
S1 4.468 4.468 4.487 4.457
S2 4.445 4.445 4.482
S3 4.388 4.411 4.476
S4 4.331 4.354 4.461
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 4.840 4.478 0.362 8.1% 0.095 2.1% 4% False True 13,040
10 4.896 4.478 0.418 9.3% 0.096 2.1% 3% False True 16,388
20 5.336 4.478 0.858 19.1% 0.118 2.6% 2% False True 18,253
40 5.447 4.478 0.969 21.6% 0.124 2.8% 1% False True 13,839
60 5.762 4.478 1.284 28.6% 0.131 2.9% 1% False True 11,687
80 5.762 4.478 1.284 28.6% 0.128 2.8% 1% False True 10,090
100 5.762 4.478 1.284 28.6% 0.133 3.0% 1% False True 8,766
120 5.762 4.478 1.284 28.6% 0.129 2.9% 1% False True 7,793
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.016
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.777
2.618 4.684
1.618 4.627
1.000 4.592
0.618 4.570
HIGH 4.535
0.618 4.513
0.500 4.507
0.382 4.500
LOW 4.478
0.618 4.443
1.000 4.421
1.618 4.386
2.618 4.329
4.250 4.236
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 4.507 4.576
PP 4.502 4.548
S1 4.497 4.520

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

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