NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 4.132 4.175 0.043 1.0% 4.598
High 4.264 4.190 -0.074 -1.7% 4.598
Low 4.098 4.078 -0.020 -0.5% 4.338
Close 4.132 4.093 -0.039 -0.9% 4.342
Range 0.166 0.112 -0.054 -32.5% 0.260
ATR 0.124 0.123 -0.001 -0.7% 0.000
Volume 22,499 28,809 6,310 28.0% 128,131
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.456 4.387 4.155
R3 4.344 4.275 4.124
R2 4.232 4.232 4.114
R1 4.163 4.163 4.103 4.142
PP 4.120 4.120 4.120 4.110
S1 4.051 4.051 4.083 4.030
S2 4.008 4.008 4.072
S3 3.896 3.939 4.062
S4 3.784 3.827 4.031
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.206 5.034 4.485
R3 4.946 4.774 4.414
R2 4.686 4.686 4.390
R1 4.514 4.514 4.366 4.470
PP 4.426 4.426 4.426 4.404
S1 4.254 4.254 4.318 4.210
S2 4.166 4.166 4.294
S3 3.906 3.994 4.271
S4 3.646 3.734 4.199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.409 4.078 0.331 8.1% 0.096 2.4% 5% False True 22,460
10 4.604 4.078 0.526 12.9% 0.109 2.7% 3% False True 28,848
20 5.150 4.078 1.072 26.2% 0.125 3.1% 1% False True 36,747
40 5.208 4.078 1.130 27.6% 0.135 3.3% 1% False True 26,806
60 5.534 4.078 1.456 35.6% 0.142 3.5% 1% False True 20,798
80 5.534 4.078 1.456 35.6% 0.138 3.4% 1% False True 16,954
100 5.534 4.078 1.456 35.6% 0.138 3.4% 1% False True 14,090
120 5.534 4.078 1.456 35.6% 0.134 3.3% 1% False True 12,135
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.666
2.618 4.483
1.618 4.371
1.000 4.302
0.618 4.259
HIGH 4.190
0.618 4.147
0.500 4.134
0.382 4.121
LOW 4.078
0.618 4.009
1.000 3.966
1.618 3.897
2.618 3.785
4.250 3.602
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 4.134 4.184
PP 4.120 4.153
S1 4.107 4.123

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

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