NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 4.330 4.308 -0.022 -0.5% 4.988
High 4.370 4.376 0.006 0.1% 5.007
Low 4.276 4.257 -0.019 -0.4% 4.456
Close 4.297 4.326 0.029 0.7% 4.467
Range 0.094 0.119 0.025 26.6% 0.551
ATR 0.187 0.182 -0.005 -2.6% 0.000
Volume 126,966 110,624 -16,342 -12.9% 537,317
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.677 4.620 4.391
R3 4.558 4.501 4.359
R2 4.439 4.439 4.348
R1 4.382 4.382 4.337 4.411
PP 4.320 4.320 4.320 4.334
S1 4.263 4.263 4.315 4.292
S2 4.201 4.201 4.304
S3 4.082 4.144 4.293
S4 3.963 4.025 4.261
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 4.257 0.568 13.1% 0.191 4.4% 12% False True 127,054
10 5.007 4.257 0.750 17.3% 0.195 4.5% 9% False True 122,133
20 5.007 4.257 0.750 17.3% 0.181 4.2% 9% False True 92,630
40 5.282 4.257 1.025 23.7% 0.188 4.4% 7% False True 60,152
60 5.282 4.168 1.114 25.8% 0.186 4.3% 14% False False 49,501
80 5.282 4.140 1.142 26.4% 0.177 4.1% 16% False False 40,371
100 5.282 4.140 1.142 26.4% 0.174 4.0% 16% False False 33,822
120 5.300 4.140 1.160 26.8% 0.164 3.8% 16% False False 28,930
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.051
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.882
2.618 4.688
1.618 4.569
1.000 4.495
0.618 4.450
HIGH 4.376
0.618 4.331
0.500 4.317
0.382 4.302
LOW 4.257
0.618 4.183
1.000 4.138
1.618 4.064
2.618 3.945
4.250 3.751
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 4.323 4.403
PP 4.320 4.377
S1 4.317 4.352

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

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