NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 4.999 4.744 -0.255 -5.1% 4.575
High 5.010 4.842 -0.168 -3.4% 4.948
Low 4.704 4.653 -0.051 -1.1% 4.536
Close 4.723 4.668 -0.055 -1.2% 4.933
Range 0.306 0.189 -0.117 -38.2% 0.412
ATR 0.174 0.175 0.001 0.6% 0.000
Volume 40,037 52,006 11,969 29.9% 196,656
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.288 5.167 4.772
R3 5.099 4.978 4.720
R2 4.910 4.910 4.703
R1 4.789 4.789 4.685 4.755
PP 4.721 4.721 4.721 4.704
S1 4.600 4.600 4.651 4.566
S2 4.532 4.532 4.633
S3 4.343 4.411 4.616
S4 4.154 4.222 4.564
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.042 5.899 5.160
R3 5.630 5.487 5.046
R2 5.218 5.218 5.009
R1 5.075 5.075 4.971 5.147
PP 4.806 4.806 4.806 4.841
S1 4.663 4.663 4.895 4.735
S2 4.394 4.394 4.857
S3 3.982 4.251 4.820
S4 3.570 3.839 4.706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.010 4.653 0.357 7.6% 0.203 4.3% 4% False True 49,940
10 5.010 4.526 0.484 10.4% 0.167 3.6% 29% False False 38,972
20 5.010 4.358 0.652 14.0% 0.163 3.5% 48% False False 36,788
40 5.345 4.358 0.987 21.1% 0.176 3.8% 31% False False 31,619
60 5.345 4.115 1.230 26.3% 0.176 3.8% 45% False False 28,876
80 5.345 4.115 1.230 26.3% 0.172 3.7% 45% False False 25,000
100 5.345 4.115 1.230 26.3% 0.166 3.5% 45% False False 22,614
120 5.885 4.115 1.770 37.9% 0.159 3.4% 31% False False 20,481
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.645
2.618 5.337
1.618 5.148
1.000 5.031
0.618 4.959
HIGH 4.842
0.618 4.770
0.500 4.748
0.382 4.725
LOW 4.653
0.618 4.536
1.000 4.464
1.618 4.347
2.618 4.158
4.250 3.850
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 4.748 4.832
PP 4.721 4.777
S1 4.695 4.723

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

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