NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 4.655 4.561 -0.094 -2.0% 4.531
High 4.665 4.634 -0.031 -0.7% 4.719
Low 4.552 4.511 -0.041 -0.9% 4.454
Close 4.580 4.612 0.032 0.7% 4.580
Range 0.113 0.123 0.010 8.8% 0.265
ATR 0.186 0.181 -0.004 -2.4% 0.000
Volume 144,101 78,012 -66,089 -45.9% 590,696
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.955 4.906 4.680
R3 4.832 4.783 4.646
R2 4.709 4.709 4.635
R1 4.660 4.660 4.623 4.685
PP 4.586 4.586 4.586 4.598
S1 4.537 4.537 4.601 4.562
S2 4.463 4.463 4.589
S3 4.340 4.414 4.578
S4 4.217 4.291 4.544
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.379 5.245 4.726
R3 5.114 4.980 4.653
R2 4.849 4.849 4.629
R1 4.715 4.715 4.604 4.782
PP 4.584 4.584 4.584 4.618
S1 4.450 4.450 4.556 4.517
S2 4.319 4.319 4.531
S3 4.054 4.185 4.507
S4 3.789 3.920 4.434
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.719 4.466 0.253 5.5% 0.156 3.4% 58% False False 111,008
10 4.719 4.288 0.431 9.3% 0.164 3.6% 75% False False 112,552
20 4.923 4.288 0.635 13.8% 0.189 4.1% 51% False False 104,709
40 5.249 4.285 0.964 20.9% 0.199 4.3% 34% False False 75,843
60 5.249 4.070 1.179 25.6% 0.183 4.0% 46% False False 57,073
80 5.249 4.070 1.179 25.6% 0.184 4.0% 46% False False 45,980
100 5.249 4.070 1.179 25.6% 0.170 3.7% 46% False False 37,909
120 5.864 4.070 1.794 38.9% 0.163 3.5% 30% False False 32,173
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 False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.157
2.618 4.956
1.618 4.833
1.000 4.757
0.618 4.710
HIGH 4.634
0.618 4.587
0.500 4.573
0.382 4.558
LOW 4.511
0.618 4.435
1.000 4.388
1.618 4.312
2.618 4.189
4.250 3.988
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 4.599 4.614
PP 4.586 4.613
S1 4.573 4.613

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

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