NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 5.210 5.330 0.120 2.3% 5.098
High 5.270 5.336 0.066 1.3% 5.270
Low 5.161 5.127 -0.034 -0.7% 5.057
Close 5.259 5.145 -0.114 -2.2% 5.259
Range 0.109 0.209 0.100 91.7% 0.213
ATR 0.122 0.128 0.006 5.1% 0.000
Volume 20,326 11,856 -8,470 -41.7% 66,919
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.830 5.696 5.260
R3 5.621 5.487 5.202
R2 5.412 5.412 5.183
R1 5.278 5.278 5.164 5.241
PP 5.203 5.203 5.203 5.184
S1 5.069 5.069 5.126 5.032
S2 4.994 4.994 5.107
S3 4.785 4.860 5.088
S4 4.576 4.651 5.030
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.834 5.760 5.376
R3 5.621 5.547 5.318
R2 5.408 5.408 5.298
R1 5.334 5.334 5.279 5.371
PP 5.195 5.195 5.195 5.214
S1 5.121 5.121 5.239 5.158
S2 4.982 4.982 5.220
S3 4.769 4.908 5.200
S4 4.556 4.695 5.142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.336 5.098 0.238 4.6% 0.128 2.5% 20% True False 14,471
10 5.336 5.009 0.327 6.4% 0.116 2.2% 42% True False 11,683
20 5.447 4.946 0.501 9.7% 0.121 2.4% 40% False False 10,880
40 5.762 4.946 0.816 15.9% 0.134 2.6% 24% False False 9,111
60 5.762 4.946 0.816 15.9% 0.135 2.6% 24% False False 8,184
80 5.762 4.946 0.816 15.9% 0.135 2.6% 24% False False 6,968
100 5.762 4.946 0.816 15.9% 0.132 2.6% 24% False False 6,236
120 6.476 4.946 1.530 29.7% 0.129 2.5% 13% False False 5,561
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6.224
2.618 5.883
1.618 5.674
1.000 5.545
0.618 5.465
HIGH 5.336
0.618 5.256
0.500 5.232
0.382 5.207
LOW 5.127
0.618 4.998
1.000 4.918
1.618 4.789
2.618 4.580
4.250 4.239
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 5.232 5.223
PP 5.203 5.197
S1 5.174 5.171

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

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