NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 5.119 5.047 -0.072 -1.4% 5.098
High 5.157 5.229 0.072 1.4% 5.270
Low 5.075 5.007 -0.068 -1.3% 5.057
Close 5.149 5.047 -0.102 -2.0% 5.259
Range 0.082 0.222 0.140 170.7% 0.213
ATR 0.126 0.133 0.007 5.5% 0.000
Volume 22,796 18,867 -3,929 -17.2% 66,919
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.760 5.626 5.169
R3 5.538 5.404 5.108
R2 5.316 5.316 5.088
R1 5.182 5.182 5.067 5.158
PP 5.094 5.094 5.094 5.083
S1 4.960 4.960 5.027 4.936
S2 4.872 4.872 5.006
S3 4.650 4.738 4.986
S4 4.428 4.516 4.925
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 5.007 0.329 6.5% 0.153 3.0% 12% False True 18,662
10 5.336 5.007 0.329 6.5% 0.125 2.5% 12% False True 15,053
20 5.336 4.946 0.390 7.7% 0.119 2.4% 26% False False 12,565
40 5.762 4.946 0.816 16.2% 0.134 2.7% 12% False False 9,935
60 5.762 4.946 0.816 16.2% 0.136 2.7% 12% False False 8,914
80 5.762 4.946 0.816 16.2% 0.134 2.7% 12% False False 7,628
100 5.762 4.946 0.816 16.2% 0.135 2.7% 12% False False 6,772
120 6.476 4.946 1.530 30.3% 0.130 2.6% 7% False False 6,030
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 0.031
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 6.173
2.618 5.810
1.618 5.588
1.000 5.451
0.618 5.366
HIGH 5.229
0.618 5.144
0.500 5.118
0.382 5.092
LOW 5.007
0.618 4.870
1.000 4.785
1.618 4.648
2.618 4.426
4.250 4.064
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 5.118 5.118
PP 5.094 5.094
S1 5.071 5.071

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

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