NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 4.531 4.515 -0.016 -0.4% 4.421
High 4.555 4.617 0.062 1.4% 4.659
Low 4.454 4.466 0.012 0.3% 4.288
Close 4.510 4.590 0.080 1.8% 4.519
Range 0.101 0.151 0.050 49.5% 0.371
ATR 0.194 0.191 -0.003 -1.6% 0.000
Volume 113,667 91,179 -22,488 -19.8% 529,425
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.011 4.951 4.673
R3 4.860 4.800 4.632
R2 4.709 4.709 4.618
R1 4.649 4.649 4.604 4.679
PP 4.558 4.558 4.558 4.573
S1 4.498 4.498 4.576 4.528
S2 4.407 4.407 4.562
S3 4.256 4.347 4.548
S4 4.105 4.196 4.507
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 8.1% 0.172 3.7% 81% False False 118,758
10 4.780 4.288 0.492 10.7% 0.172 3.7% 61% False False 106,898
20 4.934 4.288 0.646 14.1% 0.190 4.1% 47% False False 91,914
40 5.249 4.108 1.141 24.9% 0.197 4.3% 42% False False 65,986
60 5.249 4.070 1.179 25.7% 0.184 4.0% 44% False False 49,977
80 5.249 4.070 1.179 25.7% 0.182 4.0% 44% False False 40,462
100 5.249 4.070 1.179 25.7% 0.168 3.7% 44% False False 33,408
120 5.864 4.070 1.794 39.1% 0.162 3.5% 29% False False 28,383
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.259
2.618 5.012
1.618 4.861
1.000 4.768
0.618 4.710
HIGH 4.617
0.618 4.559
0.500 4.542
0.382 4.524
LOW 4.466
0.618 4.373
1.000 4.315
1.618 4.222
2.618 4.071
4.250 3.824
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 4.574 4.579
PP 4.558 4.568
S1 4.542 4.557

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

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