NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 4.066 4.085 0.019 0.5% 4.336
High 4.129 4.091 -0.038 -0.9% 4.375
Low 4.029 4.027 -0.002 0.0% 4.109
Close 4.066 4.039 -0.027 -0.7% 4.133
Range 0.100 0.064 -0.036 -36.0% 0.266
ATR 0.157 0.150 -0.007 -4.2% 0.000
Volume 68,501 50,081 -18,420 -26.9% 420,401
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.244 4.206 4.074
R3 4.180 4.142 4.057
R2 4.116 4.116 4.051
R1 4.078 4.078 4.045 4.065
PP 4.052 4.052 4.052 4.046
S1 4.014 4.014 4.033 4.001
S2 3.988 3.988 4.027
S3 3.924 3.950 4.021
S4 3.860 3.886 4.004
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 4.027 0.348 8.6% 0.116 2.9% 3% False True 69,831
10 4.376 4.027 0.349 8.6% 0.117 2.9% 3% False True 83,370
20 5.007 4.027 0.980 24.3% 0.161 4.0% 1% False True 101,001
40 5.007 4.027 0.980 24.3% 0.171 4.2% 1% False True 73,517
60 5.282 4.027 1.255 31.1% 0.182 4.5% 1% False True 59,319
80 5.282 4.027 1.255 31.1% 0.172 4.3% 1% False True 48,474
100 5.282 4.027 1.255 31.1% 0.172 4.3% 1% False True 40,524
120 5.282 4.027 1.255 31.1% 0.164 4.0% 1% False True 34,724
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 0.035
Narrowest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 4.363
2.618 4.259
1.618 4.195
1.000 4.155
0.618 4.131
HIGH 4.091
0.618 4.067
0.500 4.059
0.382 4.051
LOW 4.027
0.618 3.987
1.000 3.963
1.618 3.923
2.618 3.859
4.250 3.755
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 4.059 4.102
PP 4.052 4.081
S1 4.046 4.060

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

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