NYMEX Natural Gas Future March 2011


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 4.876 4.900 0.024 0.5% 5.021
High 4.914 4.911 -0.003 -0.1% 5.063
Low 4.872 4.756 -0.116 -2.4% 4.773
Close 4.903 4.772 -0.131 -2.7% 4.903
Range 0.042 0.155 0.113 269.0% 0.290
ATR 0.103 0.107 0.004 3.6% 0.000
Volume 4,995 2,651 -2,344 -46.9% 30,177
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.278 5.180 4.857
R3 5.123 5.025 4.815
R2 4.968 4.968 4.800
R1 4.870 4.870 4.786 4.842
PP 4.813 4.813 4.813 4.799
S1 4.715 4.715 4.758 4.687
S2 4.658 4.658 4.744
S3 4.503 4.560 4.729
S4 4.348 4.405 4.687
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.783 5.633 5.063
R3 5.493 5.343 4.983
R2 5.203 5.203 4.956
R1 5.053 5.053 4.930 4.983
PP 4.913 4.913 4.913 4.878
S1 4.763 4.763 4.876 4.693
S2 4.623 4.623 4.850
S3 4.333 4.473 4.823
S4 4.043 4.183 4.744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.918 4.756 0.162 3.4% 0.079 1.6% 10% False True 5,540
10 5.229 4.756 0.473 9.9% 0.100 2.1% 3% False True 5,824
20 5.327 4.756 0.571 12.0% 0.101 2.1% 3% False True 5,334
40 5.709 4.756 0.953 20.0% 0.108 2.3% 2% False True 5,173
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.570
2.618 5.317
1.618 5.162
1.000 5.066
0.618 5.007
HIGH 4.911
0.618 4.852
0.500 4.834
0.382 4.815
LOW 4.756
0.618 4.660
1.000 4.601
1.618 4.505
2.618 4.350
4.250 4.097
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 4.834 4.835
PP 4.813 4.814
S1 4.793 4.793

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

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