NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 4.642 4.477 -0.165 -3.6% 4.999
High 4.663 4.538 -0.125 -2.7% 5.010
Low 4.483 4.290 -0.193 -4.3% 4.483
Close 4.494 4.332 -0.162 -3.6% 4.494
Range 0.180 0.248 0.068 37.8% 0.527
ATR 0.178 0.183 0.005 2.8% 0.000
Volume 66,782 69,526 2,744 4.1% 252,682
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.131 4.979 4.468
R3 4.883 4.731 4.400
R2 4.635 4.635 4.377
R1 4.483 4.483 4.355 4.435
PP 4.387 4.387 4.387 4.363
S1 4.235 4.235 4.309 4.187
S2 4.139 4.139 4.287
S3 3.891 3.987 4.264
S4 3.643 3.739 4.196
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 6.243 5.896 4.784
R3 5.716 5.369 4.639
R2 5.189 5.189 4.591
R1 4.842 4.842 4.542 4.752
PP 4.662 4.662 4.662 4.618
S1 4.315 4.315 4.446 4.225
S2 4.135 4.135 4.397
S3 3.608 3.788 4.349
S4 3.081 3.261 4.204
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.850 4.290 0.560 12.9% 0.201 4.6% 8% False True 56,434
10 5.010 4.290 0.720 16.6% 0.192 4.4% 6% False True 50,067
20 5.010 4.290 0.720 16.6% 0.173 4.0% 6% False True 40,993
40 5.345 4.290 1.055 24.4% 0.180 4.2% 4% False True 34,255
60 5.345 4.115 1.230 28.4% 0.181 4.2% 18% False False 31,434
80 5.345 4.115 1.230 28.4% 0.173 4.0% 18% False False 27,162
100 5.345 4.115 1.230 28.4% 0.170 3.9% 18% False False 24,591
120 5.701 4.115 1.586 36.6% 0.161 3.7% 14% False False 22,106
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 0.042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.592
2.618 5.187
1.618 4.939
1.000 4.786
0.618 4.691
HIGH 4.538
0.618 4.443
0.500 4.414
0.382 4.385
LOW 4.290
0.618 4.137
1.000 4.042
1.618 3.889
2.618 3.641
4.250 3.236
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 4.414 4.570
PP 4.387 4.491
S1 4.359 4.411

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

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