NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 4.359 4.245 -0.114 -2.6% 4.477
High 4.368 4.333 -0.035 -0.8% 4.538
Low 4.206 4.200 -0.006 -0.1% 4.263
Close 4.249 4.283 0.034 0.8% 4.350
Range 0.162 0.133 -0.029 -17.9% 0.275
ATR 0.160 0.158 -0.002 -1.2% 0.000
Volume 58,944 68,866 9,922 16.8% 460,729
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.671 4.610 4.356
R3 4.538 4.477 4.320
R2 4.405 4.405 4.307
R1 4.344 4.344 4.295 4.375
PP 4.272 4.272 4.272 4.287
S1 4.211 4.211 4.271 4.242
S2 4.139 4.139 4.259
S3 4.006 4.078 4.246
S4 3.873 3.945 4.210
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.209 5.054 4.501
R3 4.934 4.779 4.426
R2 4.659 4.659 4.400
R1 4.504 4.504 4.375 4.444
PP 4.384 4.384 4.384 4.354
S1 4.229 4.229 4.325 4.169
S2 4.109 4.109 4.300
S3 3.834 3.954 4.274
S4 3.559 3.679 4.199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.374 4.200 0.174 4.1% 0.114 2.7% 48% False True 80,672
10 4.850 4.200 0.650 15.2% 0.148 3.5% 13% False True 74,917
20 5.010 4.200 0.810 18.9% 0.158 3.7% 10% False True 56,944
40 5.075 4.200 0.875 20.4% 0.166 3.9% 9% False True 43,229
60 5.345 4.200 1.145 26.7% 0.173 4.0% 7% False True 37,656
80 5.345 4.115 1.230 28.7% 0.170 4.0% 14% False False 32,816
100 5.345 4.115 1.230 28.7% 0.170 4.0% 14% False False 29,037
120 5.345 4.115 1.230 28.7% 0.160 3.7% 14% False False 25,962
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 0.042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.898
2.618 4.681
1.618 4.548
1.000 4.466
0.618 4.415
HIGH 4.333
0.618 4.282
0.500 4.267
0.382 4.251
LOW 4.200
0.618 4.118
1.000 4.067
1.618 3.985
2.618 3.852
4.250 3.635
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 4.278 4.284
PP 4.272 4.284
S1 4.267 4.283

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

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