NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 4.410 4.350 -0.060 -1.4% 4.580
High 4.439 4.483 0.044 1.0% 4.593
Low 4.320 4.300 -0.020 -0.5% 4.320
Close 4.326 4.445 0.119 2.8% 4.326
Range 0.119 0.183 0.064 53.8% 0.273
ATR 0.112 0.117 0.005 4.5% 0.000
Volume 15,880 16,223 343 2.2% 71,009
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.958 4.885 4.546
R3 4.775 4.702 4.495
R2 4.592 4.592 4.479
R1 4.519 4.519 4.462 4.556
PP 4.409 4.409 4.409 4.428
S1 4.336 4.336 4.428 4.373
S2 4.226 4.226 4.411
S3 4.043 4.153 4.395
S4 3.860 3.970 4.344
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.232 5.052 4.476
R3 4.959 4.779 4.401
R2 4.686 4.686 4.376
R1 4.506 4.506 4.351 4.460
PP 4.413 4.413 4.413 4.390
S1 4.233 4.233 4.301 4.187
S2 4.140 4.140 4.276
S3 3.867 3.960 4.251
S4 3.594 3.687 4.176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.535 4.300 0.235 5.3% 0.110 2.5% 62% False True 15,145
10 4.840 4.300 0.540 12.1% 0.104 2.3% 27% False True 14,754
20 5.229 4.300 0.929 20.9% 0.114 2.6% 16% False True 18,346
40 5.447 4.300 1.147 25.8% 0.118 2.6% 13% False True 14,613
60 5.762 4.300 1.462 32.9% 0.128 2.9% 10% False True 12,189
80 5.762 4.300 1.462 32.9% 0.130 2.9% 10% False True 10,725
100 5.762 4.300 1.462 32.9% 0.131 2.9% 10% False True 9,243
120 5.762 4.300 1.462 32.9% 0.129 2.9% 10% False True 8,254
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 0.024
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.261
2.618 4.962
1.618 4.779
1.000 4.666
0.618 4.596
HIGH 4.483
0.618 4.413
0.500 4.392
0.382 4.370
LOW 4.300
0.618 4.187
1.000 4.117
1.618 4.004
2.618 3.821
4.250 3.522
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 4.427 4.427
PP 4.409 4.409
S1 4.392 4.392

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

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