NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 4.237 4.161 -0.076 -1.8% 4.336
High 4.375 4.177 -0.198 -4.5% 4.375
Low 4.141 4.109 -0.032 -0.8% 4.109
Close 4.171 4.133 -0.038 -0.9% 4.133
Range 0.234 0.068 -0.166 -70.9% 0.266
ATR 0.168 0.161 -0.007 -4.2% 0.000
Volume 104,664 49,991 -54,673 -52.2% 420,401
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.344 4.306 4.170
R3 4.276 4.238 4.152
R2 4.208 4.208 4.145
R1 4.170 4.170 4.139 4.155
PP 4.140 4.140 4.140 4.132
S1 4.102 4.102 4.127 4.087
S2 4.072 4.072 4.121
S3 4.004 4.034 4.114
S4 3.936 3.966 4.096
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.004 4.834 4.279
R3 4.738 4.568 4.206
R2 4.472 4.472 4.182
R1 4.302 4.302 4.157 4.254
PP 4.206 4.206 4.206 4.182
S1 4.036 4.036 4.109 3.988
S2 3.940 3.940 4.084
S3 3.674 3.770 4.060
S4 3.408 3.504 3.987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.375 4.109 0.266 6.4% 0.144 3.5% 9% False True 84,080
10 4.548 4.109 0.439 10.6% 0.139 3.4% 5% False True 99,982
20 5.007 4.109 0.898 21.7% 0.164 4.0% 3% False True 99,950
40 5.007 4.109 0.898 21.7% 0.174 4.2% 3% False True 71,250
60 5.282 4.109 1.173 28.4% 0.184 4.4% 2% False True 57,816
80 5.282 4.109 1.173 28.4% 0.177 4.3% 2% False True 47,329
100 5.282 4.109 1.173 28.4% 0.175 4.2% 2% False True 39,494
120 5.282 4.109 1.173 28.4% 0.165 4.0% 2% False True 33,793
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.044
Narrowest range in 104 trading days
Fibonacci Retracements and Extensions
4.250 4.466
2.618 4.355
1.618 4.287
1.000 4.245
0.618 4.219
HIGH 4.177
0.618 4.151
0.500 4.143
0.382 4.135
LOW 4.109
0.618 4.067
1.000 4.041
1.618 3.999
2.618 3.931
4.250 3.820
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 4.143 4.242
PP 4.140 4.206
S1 4.136 4.169

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

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