NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 4.319 4.614 0.295 6.8% 4.421
High 4.623 4.659 0.036 0.8% 4.659
Low 4.288 4.472 0.184 4.3% 4.288
Close 4.586 4.519 -0.067 -1.5% 4.519
Range 0.335 0.187 -0.148 -44.2% 0.371
ATR 0.202 0.201 -0.001 -0.5% 0.000
Volume 91,294 187,328 96,034 105.2% 529,425
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.111 5.002 4.622
R3 4.924 4.815 4.570
R2 4.737 4.737 4.553
R1 4.628 4.628 4.536 4.589
PP 4.550 4.550 4.550 4.531
S1 4.441 4.441 4.502 4.402
S2 4.363 4.363 4.485
S3 4.176 4.254 4.468
S4 3.989 4.067 4.416
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.602 5.431 4.723
R3 5.231 5.060 4.621
R2 4.860 4.860 4.587
R1 4.689 4.689 4.553 4.775
PP 4.489 4.489 4.489 4.531
S1 4.318 4.318 4.485 4.404
S2 4.118 4.118 4.451
S3 3.747 3.947 4.417
S4 3.376 3.576 4.315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.659 4.288 0.371 8.2% 0.173 3.8% 62% True False 105,885
10 4.900 4.288 0.612 13.5% 0.197 4.4% 38% False False 109,737
20 5.240 4.288 0.952 21.1% 0.205 4.5% 24% False False 87,272
40 5.249 4.108 1.141 25.2% 0.198 4.4% 36% False False 61,931
60 5.249 4.070 1.179 26.1% 0.187 4.1% 38% False False 46,898
80 5.249 4.070 1.179 26.1% 0.182 4.0% 38% False False 37,999
100 5.249 4.070 1.179 26.1% 0.167 3.7% 38% False False 31,414
120 5.864 4.070 1.794 39.7% 0.162 3.6% 25% False False 26,710
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 0.041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.454
2.618 5.149
1.618 4.962
1.000 4.846
0.618 4.775
HIGH 4.659
0.618 4.588
0.500 4.566
0.382 4.543
LOW 4.472
0.618 4.356
1.000 4.285
1.618 4.169
2.618 3.982
4.250 3.677
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 4.566 4.504
PP 4.550 4.489
S1 4.535 4.474

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

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