NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 4.255 4.205 -0.050 -1.2% 4.359
High 4.450 4.209 -0.241 -5.4% 4.450
Low 4.170 4.133 -0.037 -0.9% 4.133
Close 4.205 4.137 -0.068 -1.6% 4.137
Range 0.280 0.076 -0.204 -72.9% 0.317
ATR 0.163 0.157 -0.006 -3.8% 0.000
Volume 59,075 62,663 3,588 6.1% 319,161
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.388 4.338 4.179
R3 4.312 4.262 4.158
R2 4.236 4.236 4.151
R1 4.186 4.186 4.144 4.173
PP 4.160 4.160 4.160 4.153
S1 4.110 4.110 4.130 4.097
S2 4.084 4.084 4.123
S3 4.008 4.034 4.116
S4 3.932 3.958 4.095
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.191 4.981 4.311
R3 4.874 4.664 4.224
R2 4.557 4.557 4.195
R1 4.347 4.347 4.166 4.294
PP 4.240 4.240 4.240 4.213
S1 4.030 4.030 4.108 3.977
S2 3.923 3.923 4.079
S3 3.606 3.713 4.050
S4 3.289 3.396 3.963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.450 4.133 0.317 7.7% 0.152 3.7% 1% False True 63,832
10 4.538 4.133 0.405 9.8% 0.138 3.3% 1% False True 77,989
20 5.010 4.133 0.877 21.2% 0.158 3.8% 0% False True 61,461
40 5.028 4.133 0.895 21.6% 0.165 4.0% 0% False True 46,245
60 5.345 4.133 1.212 29.3% 0.175 4.2% 0% False True 40,152
80 5.345 4.115 1.230 29.7% 0.171 4.1% 2% False False 34,784
100 5.345 4.115 1.230 29.7% 0.171 4.1% 2% False False 30,564
120 5.345 4.115 1.230 29.7% 0.161 3.9% 2% False False 27,352
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.038
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.532
2.618 4.408
1.618 4.332
1.000 4.285
0.618 4.256
HIGH 4.209
0.618 4.180
0.500 4.171
0.382 4.162
LOW 4.133
0.618 4.086
1.000 4.057
1.618 4.010
2.618 3.934
4.250 3.810
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 4.171 4.292
PP 4.160 4.240
S1 4.148 4.189

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

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