NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 4.833 4.767 -0.066 -1.4% 5.330
High 4.835 4.851 0.016 0.3% 5.336
Low 4.738 4.767 0.029 0.6% 4.960
Close 4.777 4.848 0.071 1.5% 5.001
Range 0.097 0.084 -0.013 -13.4% 0.376
ATR 0.130 0.126 -0.003 -2.5% 0.000
Volume 23,811 21,233 -2,578 -10.8% 97,432
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.074 5.045 4.894
R3 4.990 4.961 4.871
R2 4.906 4.906 4.863
R1 4.877 4.877 4.856 4.892
PP 4.822 4.822 4.822 4.829
S1 4.793 4.793 4.840 4.808
S2 4.738 4.738 4.833
S3 4.654 4.709 4.825
S4 4.570 4.625 4.802
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 5.074 4.738 0.336 6.9% 0.114 2.4% 33% False False 24,263
10 5.336 4.738 0.598 12.3% 0.133 2.8% 18% False False 21,463
20 5.336 4.738 0.598 12.3% 0.118 2.4% 18% False False 16,102
40 5.747 4.738 1.009 20.8% 0.133 2.7% 11% False False 12,057
60 5.762 4.738 1.024 21.1% 0.135 2.8% 11% False False 10,341
80 5.762 4.738 1.024 21.1% 0.133 2.7% 11% False False 8,930
100 5.762 4.738 1.024 21.1% 0.135 2.8% 11% False False 7,867
120 5.953 4.738 1.215 25.1% 0.129 2.7% 9% False False 6,947
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.025
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.208
2.618 5.071
1.618 4.987
1.000 4.935
0.618 4.903
HIGH 4.851
0.618 4.819
0.500 4.809
0.382 4.799
LOW 4.767
0.618 4.715
1.000 4.683
1.618 4.631
2.618 4.547
4.250 4.410
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 4.835 4.838
PP 4.822 4.827
S1 4.809 4.817

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

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