NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 4.175 4.102 -0.073 -1.7% 4.322
High 4.190 4.133 -0.057 -1.4% 4.333
Low 4.078 3.994 -0.084 -2.1% 3.994
Close 4.093 4.003 -0.090 -2.2% 4.003
Range 0.112 0.139 0.027 24.1% 0.339
ATR 0.123 0.124 0.001 0.9% 0.000
Volume 28,809 28,724 -85 -0.3% 119,813
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.460 4.371 4.079
R3 4.321 4.232 4.041
R2 4.182 4.182 4.028
R1 4.093 4.093 4.016 4.068
PP 4.043 4.043 4.043 4.031
S1 3.954 3.954 3.990 3.929
S2 3.904 3.904 3.978
S3 3.765 3.815 3.965
S4 3.626 3.676 3.927
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.127 4.904 4.189
R3 4.788 4.565 4.096
R2 4.449 4.449 4.065
R1 4.226 4.226 4.034 4.168
PP 4.110 4.110 4.110 4.081
S1 3.887 3.887 3.972 3.829
S2 3.771 3.771 3.941
S3 3.432 3.548 3.910
S4 3.093 3.209 3.817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.333 3.994 0.339 8.5% 0.110 2.7% 3% False True 23,962
10 4.598 3.994 0.604 15.1% 0.118 2.9% 1% False True 24,794
20 5.150 3.994 1.156 28.9% 0.127 3.2% 1% False True 36,597
40 5.208 3.994 1.214 30.3% 0.131 3.3% 1% False True 27,167
60 5.534 3.994 1.540 38.5% 0.141 3.5% 1% False True 21,178
80 5.534 3.994 1.540 38.5% 0.138 3.5% 1% False True 17,282
100 5.534 3.994 1.540 38.5% 0.138 3.4% 1% False True 14,340
120 5.534 3.994 1.540 38.5% 0.134 3.4% 1% False True 12,359
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.724
2.618 4.497
1.618 4.358
1.000 4.272
0.618 4.219
HIGH 4.133
0.618 4.080
0.500 4.064
0.382 4.047
LOW 3.994
0.618 3.908
1.000 3.855
1.618 3.769
2.618 3.630
4.250 3.403
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 4.064 4.129
PP 4.043 4.087
S1 4.023 4.045

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

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