NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 4.699 4.754 0.055 1.2% 4.575
High 4.773 4.850 0.077 1.6% 4.948
Low 4.659 4.575 -0.084 -1.8% 4.536
Close 4.756 4.622 -0.134 -2.8% 4.933
Range 0.114 0.275 0.161 141.2% 0.412
ATR 0.171 0.178 0.007 4.4% 0.000
Volume 47,410 46,447 -963 -2.0% 196,656
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.507 5.340 4.773
R3 5.232 5.065 4.698
R2 4.957 4.957 4.672
R1 4.790 4.790 4.647 4.736
PP 4.682 4.682 4.682 4.656
S1 4.515 4.515 4.597 4.461
S2 4.407 4.407 4.572
S3 4.132 4.240 4.546
S4 3.857 3.965 4.471
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 4.575 0.435 9.4% 0.205 4.4% 11% False True 50,248
10 5.010 4.536 0.474 10.3% 0.171 3.7% 18% False False 41,538
20 5.010 4.358 0.652 14.1% 0.161 3.5% 40% False False 37,749
40 5.345 4.358 0.987 21.4% 0.176 3.8% 27% False False 32,322
60 5.345 4.115 1.230 26.6% 0.178 3.9% 41% False False 29,838
80 5.345 4.115 1.230 26.6% 0.171 3.7% 41% False False 25,843
100 5.345 4.115 1.230 26.6% 0.168 3.6% 41% False False 23,349
120 5.885 4.115 1.770 38.3% 0.160 3.5% 29% False False 21,119
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.019
2.618 5.570
1.618 5.295
1.000 5.125
0.618 5.020
HIGH 4.850
0.618 4.745
0.500 4.713
0.382 4.680
LOW 4.575
0.618 4.405
1.000 4.300
1.618 4.130
2.618 3.855
4.250 3.406
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 4.713 4.713
PP 4.682 4.682
S1 4.652 4.652

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

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