NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 4.909 4.853 -0.056 -1.1% 4.925
High 4.927 4.923 -0.004 -0.1% 5.249
Low 4.727 4.791 0.064 1.4% 4.918
Close 4.794 4.853 0.059 1.2% 5.049
Range 0.200 0.132 -0.068 -34.0% 0.331
ATR 0.208 0.203 -0.005 -2.6% 0.000
Volume 53,707 51,672 -2,035 -3.8% 295,761
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.252 5.184 4.926
R3 5.120 5.052 4.889
R2 4.988 4.988 4.877
R1 4.920 4.920 4.865 4.919
PP 4.856 4.856 4.856 4.855
S1 4.788 4.788 4.841 4.787
S2 4.724 4.724 4.829
S3 4.592 4.656 4.817
S4 4.460 4.524 4.780
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 5.240 4.727 0.513 10.6% 0.217 4.5% 25% False False 54,952
10 5.249 4.687 0.562 11.6% 0.197 4.1% 30% False False 53,232
20 5.249 4.212 1.037 21.4% 0.210 4.3% 62% False False 43,528
40 5.249 4.070 1.179 24.3% 0.185 3.8% 66% False False 31,259
60 5.249 4.070 1.179 24.3% 0.182 3.8% 66% False False 24,903
80 5.249 4.070 1.179 24.3% 0.163 3.4% 66% False False 20,028
100 5.864 4.070 1.794 37.0% 0.157 3.2% 44% False False 16,674
120 6.111 4.070 2.041 42.1% 0.157 3.2% 38% False False 14,316
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 5.484
2.618 5.269
1.618 5.137
1.000 5.055
0.618 5.005
HIGH 4.923
0.618 4.873
0.500 4.857
0.382 4.841
LOW 4.791
0.618 4.709
1.000 4.659
1.618 4.577
2.618 4.445
4.250 4.230
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 4.857 4.976
PP 4.856 4.935
S1 4.854 4.894

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

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