NYMEX Natural Gas Future September 2010


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 4.279 4.336 0.057 1.3% 4.452
High 4.342 4.350 0.008 0.2% 4.548
Low 4.269 4.182 -0.087 -2.0% 4.257
Close 4.328 4.228 -0.100 -2.3% 4.328
Range 0.073 0.168 0.095 130.1% 0.291
ATR 0.169 0.169 0.000 0.0% 0.000
Volume 63,817 96,592 32,775 51.4% 579,423
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.757 4.661 4.320
R3 4.589 4.493 4.274
R2 4.421 4.421 4.259
R1 4.325 4.325 4.243 4.289
PP 4.253 4.253 4.253 4.236
S1 4.157 4.157 4.213 4.121
S2 4.085 4.085 4.197
S3 3.917 3.989 4.182
S4 3.749 3.821 4.136
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 4.376 4.182 0.194 4.6% 0.111 2.6% 24% False True 103,656
10 4.825 4.182 0.643 15.2% 0.162 3.8% 7% False True 112,382
20 5.007 4.182 0.825 19.5% 0.167 4.0% 6% False True 95,681
40 5.252 4.182 1.070 25.3% 0.182 4.3% 4% False True 65,360
60 5.282 4.168 1.114 26.3% 0.183 4.3% 5% False False 53,242
80 5.282 4.140 1.142 27.0% 0.177 4.2% 8% False False 43,651
100 5.282 4.140 1.142 27.0% 0.175 4.1% 8% False False 36,502
120 5.282 4.140 1.142 27.0% 0.163 3.9% 8% False False 31,176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.051
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.064
2.618 4.790
1.618 4.622
1.000 4.518
0.618 4.454
HIGH 4.350
0.618 4.286
0.500 4.266
0.382 4.246
LOW 4.182
0.618 4.078
1.000 4.014
1.618 3.910
2.618 3.742
4.250 3.468
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 4.266 4.273
PP 4.253 4.258
S1 4.241 4.243

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

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