NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 4.925 5.117 0.192 3.9% 4.860
High 5.093 5.245 0.152 3.0% 5.044
Low 4.918 5.076 0.158 3.2% 4.687
Close 5.060 5.240 0.180 3.6% 4.833
Range 0.175 0.169 -0.006 -3.4% 0.357
ATR 0.195 0.194 -0.001 -0.4% 0.000
Volume 41,272 57,717 16,445 39.8% 257,228
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.694 5.636 5.333
R3 5.525 5.467 5.286
R2 5.356 5.356 5.271
R1 5.298 5.298 5.255 5.327
PP 5.187 5.187 5.187 5.202
S1 5.129 5.129 5.225 5.158
S2 5.018 5.018 5.209
S3 4.849 4.960 5.194
S4 4.680 4.791 5.147
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.926 5.736 5.029
R3 5.569 5.379 4.931
R2 5.212 5.212 4.898
R1 5.022 5.022 4.866 4.939
PP 4.855 4.855 4.855 4.813
S1 4.665 4.665 4.800 4.582
S2 4.498 4.498 4.768
S3 4.141 4.308 4.735
S4 3.784 3.951 4.637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.245 4.687 0.558 10.6% 0.163 3.1% 99% True False 51,413
10 5.245 4.285 0.960 18.3% 0.221 4.2% 99% True False 45,373
20 5.245 4.108 1.137 21.7% 0.190 3.6% 100% True False 32,823
40 5.245 4.070 1.175 22.4% 0.173 3.3% 100% True False 24,182
60 5.245 4.070 1.175 22.4% 0.170 3.2% 100% True False 19,739
80 5.245 4.070 1.175 22.4% 0.154 2.9% 100% True False 16,055
100 5.951 4.070 1.881 35.9% 0.152 2.9% 62% False False 13,462
120 6.111 4.070 2.041 39.0% 0.153 2.9% 57% False False 11,645
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.963
2.618 5.687
1.618 5.518
1.000 5.414
0.618 5.349
HIGH 5.245
0.618 5.180
0.500 5.161
0.382 5.141
LOW 5.076
0.618 4.972
1.000 4.907
1.618 4.803
2.618 4.634
4.250 4.358
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 5.214 5.156
PP 5.187 5.072
S1 5.161 4.989

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

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