NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 4.350 4.480 0.130 3.0% 4.580
High 4.483 4.522 0.039 0.9% 4.593
Low 4.300 4.412 0.112 2.6% 4.320
Close 4.445 4.492 0.047 1.1% 4.326
Range 0.183 0.110 -0.073 -39.9% 0.273
ATR 0.117 0.116 0.000 -0.4% 0.000
Volume 16,223 20,046 3,823 23.6% 71,009
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.805 4.759 4.553
R3 4.695 4.649 4.522
R2 4.585 4.585 4.512
R1 4.539 4.539 4.502 4.562
PP 4.475 4.475 4.475 4.487
S1 4.429 4.429 4.482 4.452
S2 4.365 4.365 4.472
S3 4.255 4.319 4.462
S4 4.145 4.209 4.432
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.232 5.052 4.476
R3 4.959 4.779 4.401
R2 4.686 4.686 4.376
R1 4.506 4.506 4.351 4.460
PP 4.413 4.413 4.413 4.390
S1 4.233 4.233 4.301 4.187
S2 4.140 4.140 4.276
S3 3.867 3.960 4.251
S4 3.594 3.687 4.176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.522 4.300 0.222 4.9% 0.121 2.7% 86% True False 17,139
10 4.840 4.300 0.540 12.0% 0.108 2.4% 36% False False 15,090
20 5.229 4.300 0.929 20.7% 0.113 2.5% 21% False False 18,375
40 5.373 4.300 1.073 23.9% 0.116 2.6% 18% False False 14,922
60 5.762 4.300 1.462 32.5% 0.127 2.8% 13% False False 12,315
80 5.762 4.300 1.462 32.5% 0.129 2.9% 13% False False 10,915
100 5.762 4.300 1.462 32.5% 0.130 2.9% 13% False False 9,408
120 5.762 4.300 1.462 32.5% 0.130 2.9% 13% False False 8,395
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 0.025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.990
2.618 4.810
1.618 4.700
1.000 4.632
0.618 4.590
HIGH 4.522
0.618 4.480
0.500 4.467
0.382 4.454
LOW 4.412
0.618 4.344
1.000 4.302
1.618 4.234
2.618 4.124
4.250 3.945
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 4.484 4.465
PP 4.475 4.438
S1 4.467 4.411

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

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