NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 4.610 4.452 -0.158 -3.4% 4.988
High 4.646 4.548 -0.098 -2.1% 5.007
Low 4.456 4.263 -0.193 -4.3% 4.456
Close 4.467 4.309 -0.158 -3.5% 4.467
Range 0.190 0.285 0.095 50.0% 0.551
ATR 0.188 0.195 0.007 3.7% 0.000
Volume 103,316 157,735 54,419 52.7% 537,317
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.228 5.054 4.466
R3 4.943 4.769 4.387
R2 4.658 4.658 4.361
R1 4.484 4.484 4.335 4.429
PP 4.373 4.373 4.373 4.346
S1 4.199 4.199 4.283 4.144
S2 4.088 4.088 4.257
S3 3.803 3.914 4.231
S4 3.518 3.629 4.152
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 6.296 5.933 4.770
R3 5.745 5.382 4.619
R2 5.194 5.194 4.568
R1 4.831 4.831 4.518 4.737
PP 4.643 4.643 4.643 4.597
S1 4.280 4.280 4.416 4.186
S2 4.092 4.092 4.366
S3 3.541 3.729 4.315
S4 2.990 3.178 4.164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.825 4.263 0.562 13.0% 0.214 5.0% 8% False True 121,108
10 5.007 4.263 0.744 17.3% 0.205 4.8% 6% False True 111,373
20 5.007 4.263 0.744 17.3% 0.182 4.2% 6% False True 84,965
40 5.282 4.263 1.019 23.6% 0.192 4.5% 5% False True 55,933
60 5.282 4.168 1.114 25.9% 0.187 4.3% 13% False False 46,240
80 5.282 4.140 1.142 26.5% 0.178 4.1% 15% False False 37,600
100 5.282 4.140 1.142 26.5% 0.175 4.1% 15% False False 31,551
120 5.613 4.140 1.473 34.2% 0.164 3.8% 11% False False 26,994
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 0.045
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.759
2.618 5.294
1.618 5.009
1.000 4.833
0.618 4.724
HIGH 4.548
0.618 4.439
0.500 4.406
0.382 4.372
LOW 4.263
0.618 4.087
1.000 3.978
1.618 3.802
2.618 3.517
4.250 3.052
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 4.406 4.544
PP 4.373 4.466
S1 4.341 4.387

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

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