NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 5.330 5.178 -0.152 -2.9% 5.098
High 5.336 5.229 -0.107 -2.0% 5.270
Low 5.127 5.088 -0.039 -0.8% 5.057
Close 5.145 5.107 -0.038 -0.7% 5.259
Range 0.209 0.141 -0.068 -32.5% 0.213
ATR 0.128 0.129 0.001 0.7% 0.000
Volume 11,856 19,468 7,612 64.2% 66,919
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.564 5.477 5.185
R3 5.423 5.336 5.146
R2 5.282 5.282 5.133
R1 5.195 5.195 5.120 5.168
PP 5.141 5.141 5.141 5.128
S1 5.054 5.054 5.094 5.027
S2 5.000 5.000 5.081
S3 4.859 4.913 5.068
S4 4.718 4.772 5.029
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 5.088 0.248 4.9% 0.142 2.8% 8% False True 16,649
10 5.336 5.055 0.281 5.5% 0.119 2.3% 19% False False 12,829
20 5.373 4.946 0.427 8.4% 0.119 2.3% 38% False False 11,470
40 5.762 4.946 0.816 16.0% 0.133 2.6% 20% False False 9,285
60 5.762 4.946 0.816 16.0% 0.135 2.6% 20% False False 8,428
80 5.762 4.946 0.816 16.0% 0.134 2.6% 20% False False 7,166
100 5.762 4.946 0.816 16.0% 0.133 2.6% 20% False False 6,399
120 6.476 4.946 1.530 30.0% 0.130 2.5% 11% False False 5,712
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.828
2.618 5.598
1.618 5.457
1.000 5.370
0.618 5.316
HIGH 5.229
0.618 5.175
0.500 5.159
0.382 5.142
LOW 5.088
0.618 5.001
1.000 4.947
1.618 4.860
2.618 4.719
4.250 4.489
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 5.159 5.212
PP 5.141 5.177
S1 5.124 5.142

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

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