NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 5.178 5.090 -0.088 -1.7% 4.925
High 5.240 5.224 -0.016 -0.3% 5.249
Low 5.041 4.865 -0.176 -3.5% 4.918
Close 5.049 4.910 -0.139 -2.8% 5.049
Range 0.199 0.359 0.160 80.4% 0.331
ATR 0.197 0.209 0.012 5.9% 0.000
Volume 78,260 33,748 -44,512 -56.9% 295,761
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.077 5.852 5.107
R3 5.718 5.493 5.009
R2 5.359 5.359 4.976
R1 5.134 5.134 4.943 5.067
PP 5.000 5.000 5.000 4.966
S1 4.775 4.775 4.877 4.708
S2 4.641 4.641 4.844
S3 4.282 4.416 4.811
S4 3.923 4.057 4.713
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.065 5.888 5.231
R3 5.734 5.557 5.140
R2 5.403 5.403 5.110
R1 5.226 5.226 5.079 5.315
PP 5.072 5.072 5.072 5.116
S1 4.895 4.895 5.019 4.984
S2 4.741 4.741 4.988
S3 4.410 4.564 4.958
S4 4.079 4.233 4.867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.249 4.865 0.384 7.8% 0.231 4.7% 12% False True 57,647
10 5.249 4.687 0.562 11.4% 0.204 4.2% 40% False False 53,953
20 5.249 4.108 1.141 23.2% 0.203 4.1% 70% False False 40,059
40 5.249 4.070 1.179 24.0% 0.182 3.7% 71% False False 29,009
60 5.249 4.070 1.179 24.0% 0.180 3.7% 71% False False 23,312
80 5.249 4.070 1.179 24.0% 0.162 3.3% 71% False False 18,781
100 5.864 4.070 1.794 36.5% 0.156 3.2% 47% False False 15,676
120 6.111 4.070 2.041 41.6% 0.156 3.2% 41% False False 13,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 6.750
2.618 6.164
1.618 5.805
1.000 5.583
0.618 5.446
HIGH 5.224
0.618 5.087
0.500 5.045
0.382 5.002
LOW 4.865
0.618 4.643
1.000 4.506
1.618 4.284
2.618 3.925
4.250 3.339
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 5.045 5.053
PP 5.000 5.005
S1 4.955 4.958

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

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