NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 4.349 4.322 -0.027 -0.6% 4.999
High 4.390 4.374 -0.016 -0.4% 5.010
Low 4.294 4.263 -0.031 -0.7% 4.483
Close 4.304 4.331 0.027 0.6% 4.494
Range 0.096 0.111 0.015 15.6% 0.527
ATR 0.177 0.172 -0.005 -2.7% 0.000
Volume 115,650 104,321 -11,329 -9.8% 252,682
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.656 4.604 4.392
R3 4.545 4.493 4.362
R2 4.434 4.434 4.351
R1 4.382 4.382 4.341 4.408
PP 4.323 4.323 4.323 4.336
S1 4.271 4.271 4.321 4.297
S2 4.212 4.212 4.311
S3 4.101 4.160 4.300
S4 3.990 4.049 4.270
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 4.263 0.587 13.6% 0.182 4.2% 12% False True 80,545
10 5.010 4.263 0.747 17.2% 0.184 4.2% 9% False True 67,112
20 5.010 4.263 0.747 17.2% 0.171 4.0% 9% False True 48,529
40 5.345 4.263 1.082 25.0% 0.177 4.1% 6% False True 38,527
60 5.345 4.115 1.230 28.4% 0.180 4.2% 18% False False 34,183
80 5.345 4.115 1.230 28.4% 0.172 4.0% 18% False False 29,582
100 5.345 4.115 1.230 28.4% 0.169 3.9% 18% False False 26,514
120 5.370 4.115 1.255 29.0% 0.160 3.7% 17% False False 23,783
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.846
2.618 4.665
1.618 4.554
1.000 4.485
0.618 4.443
HIGH 4.374
0.618 4.332
0.500 4.319
0.382 4.305
LOW 4.263
0.618 4.194
1.000 4.152
1.618 4.083
2.618 3.972
4.250 3.791
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 4.327 4.401
PP 4.323 4.377
S1 4.319 4.354

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

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