NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 4.047 4.169 0.122 3.0% 4.322
High 4.172 4.191 0.019 0.5% 4.333
Low 3.983 4.069 0.086 2.2% 3.994
Close 4.124 4.148 0.024 0.6% 4.003
Range 0.189 0.122 -0.067 -35.4% 0.339
ATR 0.129 0.129 -0.001 -0.4% 0.000
Volume 31,618 31,548 -70 -0.2% 119,813
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.502 4.447 4.215
R3 4.380 4.325 4.182
R2 4.258 4.258 4.170
R1 4.203 4.203 4.159 4.170
PP 4.136 4.136 4.136 4.119
S1 4.081 4.081 4.137 4.048
S2 4.014 4.014 4.126
S3 3.892 3.959 4.114
S4 3.770 3.837 4.081
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 4.264 3.983 0.281 6.8% 0.146 3.5% 59% False False 28,639
10 4.590 3.983 0.607 14.6% 0.122 2.9% 27% False False 25,880
20 4.965 3.983 0.982 23.7% 0.121 2.9% 17% False False 37,274
40 5.150 3.983 1.167 28.1% 0.129 3.1% 14% False False 27,966
60 5.534 3.983 1.551 37.4% 0.138 3.3% 11% False False 21,845
80 5.534 3.983 1.551 37.4% 0.140 3.4% 11% False False 17,964
100 5.534 3.983 1.551 37.4% 0.138 3.3% 11% False False 14,924
120 5.534 3.983 1.551 37.4% 0.135 3.3% 11% False False 12,854
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 0.029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.710
2.618 4.510
1.618 4.388
1.000 4.313
0.618 4.266
HIGH 4.191
0.618 4.144
0.500 4.130
0.382 4.116
LOW 4.069
0.618 3.994
1.000 3.947
1.618 3.872
2.618 3.750
4.250 3.551
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 4.142 4.128
PP 4.136 4.107
S1 4.130 4.087

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

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