NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 4.317 4.279 -0.038 -0.9% 4.452
High 4.363 4.342 -0.021 -0.5% 4.548
Low 4.264 4.269 0.005 0.1% 4.257
Close 4.296 4.328 0.032 0.7% 4.328
Range 0.099 0.073 -0.026 -26.3% 0.291
ATR 0.176 0.169 -0.007 -4.2% 0.000
Volume 120,281 63,817 -56,464 -46.9% 579,423
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.532 4.503 4.368
R3 4.459 4.430 4.348
R2 4.386 4.386 4.341
R1 4.357 4.357 4.335 4.372
PP 4.313 4.313 4.313 4.320
S1 4.284 4.284 4.321 4.299
S2 4.240 4.240 4.315
S3 4.167 4.211 4.308
S4 4.094 4.138 4.288
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.251 5.080 4.488
R3 4.960 4.789 4.408
R2 4.669 4.669 4.381
R1 4.498 4.498 4.355 4.438
PP 4.378 4.378 4.378 4.348
S1 4.207 4.207 4.301 4.147
S2 4.087 4.087 4.275
S3 3.796 3.916 4.248
S4 3.505 3.625 4.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.548 4.257 0.291 6.7% 0.134 3.1% 24% False False 115,884
10 5.007 4.257 0.750 17.3% 0.178 4.1% 9% False False 111,674
20 5.007 4.257 0.750 17.3% 0.164 3.8% 9% False False 94,059
40 5.269 4.257 1.012 23.4% 0.183 4.2% 7% False False 63,585
60 5.282 4.168 1.114 25.7% 0.183 4.2% 14% False False 51,855
80 5.282 4.140 1.142 26.4% 0.177 4.1% 16% False False 42,506
100 5.282 4.140 1.142 26.4% 0.174 4.0% 16% False False 35,572
120 5.282 4.140 1.142 26.4% 0.163 3.8% 16% False False 30,395
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.051
Narrowest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 4.652
2.618 4.533
1.618 4.460
1.000 4.415
0.618 4.387
HIGH 4.342
0.618 4.314
0.500 4.306
0.382 4.297
LOW 4.269
0.618 4.224
1.000 4.196
1.618 4.151
2.618 4.078
4.250 3.959
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 4.321 4.324
PP 4.313 4.320
S1 4.306 4.317

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

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