NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 5.090 4.909 -0.181 -3.6% 4.925
High 5.224 4.927 -0.297 -5.7% 5.249
Low 4.865 4.727 -0.138 -2.8% 4.918
Close 4.910 4.794 -0.116 -2.4% 5.049
Range 0.359 0.200 -0.159 -44.3% 0.331
ATR 0.209 0.208 -0.001 -0.3% 0.000
Volume 33,748 53,707 19,959 59.1% 295,761
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.416 5.305 4.904
R3 5.216 5.105 4.849
R2 5.016 5.016 4.831
R1 4.905 4.905 4.812 4.861
PP 4.816 4.816 4.816 4.794
S1 4.705 4.705 4.776 4.661
S2 4.616 4.616 4.757
S3 4.416 4.505 4.739
S4 4.216 4.305 4.684
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 4.727 0.522 10.9% 0.237 4.9% 13% False True 56,845
10 5.249 4.687 0.562 11.7% 0.200 4.2% 19% False False 54,129
20 5.249 4.108 1.141 23.8% 0.209 4.4% 60% False False 42,025
40 5.249 4.070 1.179 24.6% 0.184 3.8% 61% False False 30,168
60 5.249 4.070 1.179 24.6% 0.182 3.8% 61% False False 24,111
80 5.249 4.070 1.179 24.6% 0.164 3.4% 61% False False 19,415
100 5.864 4.070 1.794 37.4% 0.157 3.3% 40% False False 16,182
120 6.111 4.070 2.041 42.6% 0.157 3.3% 35% False False 13,904
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 5.777
2.618 5.451
1.618 5.251
1.000 5.127
0.618 5.051
HIGH 4.927
0.618 4.851
0.500 4.827
0.382 4.803
LOW 4.727
0.618 4.603
1.000 4.527
1.618 4.403
2.618 4.203
4.250 3.877
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 4.827 4.984
PP 4.816 4.920
S1 4.805 4.857

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

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