NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 4.161 4.066 -0.095 -2.3% 4.336
High 4.177 4.129 -0.048 -1.1% 4.375
Low 4.109 4.029 -0.080 -1.9% 4.109
Close 4.133 4.066 -0.067 -1.6% 4.133
Range 0.068 0.100 0.032 47.1% 0.266
ATR 0.161 0.157 -0.004 -2.5% 0.000
Volume 49,991 68,501 18,510 37.0% 420,401
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.375 4.320 4.121
R3 4.275 4.220 4.094
R2 4.175 4.175 4.084
R1 4.120 4.120 4.075 4.116
PP 4.075 4.075 4.075 4.073
S1 4.020 4.020 4.057 4.016
S2 3.975 3.975 4.048
S3 3.875 3.920 4.039
S4 3.775 3.820 4.011
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 4.029 0.346 8.5% 0.130 3.2% 11% False True 78,462
10 4.376 4.029 0.347 8.5% 0.120 3.0% 11% False True 91,059
20 5.007 4.029 0.978 24.1% 0.163 4.0% 4% False True 101,216
40 5.007 4.029 0.978 24.1% 0.173 4.3% 4% False True 72,631
60 5.282 4.029 1.253 30.8% 0.183 4.5% 3% False True 58,711
80 5.282 4.029 1.253 30.8% 0.173 4.3% 3% False True 48,076
100 5.282 4.029 1.253 30.8% 0.175 4.3% 3% False True 40,115
120 5.282 4.029 1.253 30.8% 0.165 4.0% 3% False True 34,337
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.554
2.618 4.391
1.618 4.291
1.000 4.229
0.618 4.191
HIGH 4.129
0.618 4.091
0.500 4.079
0.382 4.067
LOW 4.029
0.618 3.967
1.000 3.929
1.618 3.867
2.618 3.767
4.250 3.604
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 4.079 4.202
PP 4.075 4.157
S1 4.070 4.111

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

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