NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 5.070 5.003 -0.067 -1.3% 5.330
High 5.074 5.050 -0.024 -0.5% 5.336
Low 4.960 4.859 -0.101 -2.0% 4.960
Close 5.001 4.889 -0.112 -2.2% 5.001
Range 0.114 0.191 0.077 67.5% 0.376
ATR 0.131 0.136 0.004 3.2% 0.000
Volume 24,445 25,609 1,164 4.8% 97,432
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.506 5.388 4.994
R3 5.315 5.197 4.942
R2 5.124 5.124 4.924
R1 5.006 5.006 4.907 4.970
PP 4.933 4.933 4.933 4.914
S1 4.815 4.815 4.871 4.779
S2 4.742 4.742 4.854
S3 4.551 4.624 4.836
S4 4.360 4.433 4.784
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 6.227 5.990 5.208
R3 5.851 5.614 5.104
R2 5.475 5.475 5.070
R1 5.238 5.238 5.035 5.169
PP 5.099 5.099 5.099 5.064
S1 4.862 4.862 4.967 4.793
S2 4.723 4.723 4.932
S3 4.347 4.486 4.898
S4 3.971 4.110 4.794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.229 4.859 0.370 7.6% 0.150 3.1% 8% False True 22,237
10 5.336 4.859 0.477 9.8% 0.139 2.8% 6% False True 18,354
20 5.336 4.859 0.477 9.8% 0.126 2.6% 6% False True 13,984
40 5.762 4.859 0.903 18.5% 0.136 2.8% 3% False True 10,840
60 5.762 4.859 0.903 18.5% 0.137 2.8% 3% False True 9,573
80 5.762 4.859 0.903 18.5% 0.134 2.7% 3% False True 8,154
100 5.762 4.859 0.903 18.5% 0.136 2.8% 3% False True 7,240
120 6.311 4.859 1.452 29.7% 0.130 2.7% 2% False True 6,419
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 0.031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.862
2.618 5.550
1.618 5.359
1.000 5.241
0.618 5.168
HIGH 5.050
0.618 4.977
0.500 4.955
0.382 4.932
LOW 4.859
0.618 4.741
1.000 4.668
1.618 4.550
2.618 4.359
4.250 4.047
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 4.955 5.044
PP 4.933 4.992
S1 4.911 4.941

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

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