NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 4.803 4.851 0.048 1.0% 5.090
High 4.934 4.882 -0.052 -1.1% 5.224
Low 4.783 4.728 -0.055 -1.1% 4.727
Close 4.908 4.733 -0.175 -3.6% 4.908
Range 0.151 0.154 0.003 2.0% 0.497
ATR 0.196 0.195 -0.001 -0.6% 0.000
Volume 43,504 58,370 14,866 34.2% 241,702
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.243 5.142 4.818
R3 5.089 4.988 4.775
R2 4.935 4.935 4.761
R1 4.834 4.834 4.747 4.808
PP 4.781 4.781 4.781 4.768
S1 4.680 4.680 4.719 4.654
S2 4.627 4.627 4.705
S3 4.473 4.526 4.691
S4 4.319 4.372 4.648
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.444 6.173 5.181
R3 5.947 5.676 5.045
R2 5.450 5.450 4.999
R1 5.179 5.179 4.954 5.066
PP 4.953 4.953 4.953 4.897
S1 4.682 4.682 4.862 4.569
S2 4.456 4.456 4.817
S3 3.959 4.185 4.771
S4 3.462 3.688 4.635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.934 4.727 0.207 4.4% 0.158 3.3% 3% False False 53,264
10 5.249 4.727 0.522 11.0% 0.195 4.1% 1% False False 55,456
20 5.249 4.285 0.964 20.4% 0.209 4.4% 46% False False 48,856
40 5.249 4.070 1.179 24.9% 0.179 3.8% 56% False False 34,157
60 5.249 4.070 1.179 24.9% 0.179 3.8% 56% False False 27,202
80 5.249 4.070 1.179 24.9% 0.164 3.5% 56% False False 21,892
100 5.864 4.070 1.794 37.9% 0.157 3.3% 37% False False 18,219
120 6.111 4.070 2.041 43.1% 0.156 3.3% 32% False False 15,591
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.537
2.618 5.285
1.618 5.131
1.000 5.036
0.618 4.977
HIGH 4.882
0.618 4.823
0.500 4.805
0.382 4.787
LOW 4.728
0.618 4.633
1.000 4.574
1.618 4.479
2.618 4.325
4.250 4.074
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 4.805 4.831
PP 4.781 4.798
S1 4.757 4.766

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

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