NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 4.456 4.392 -0.064 -1.4% 4.580
High 4.504 4.420 -0.084 -1.9% 4.593
Low 4.386 4.314 -0.072 -1.6% 4.320
Close 4.415 4.359 -0.056 -1.3% 4.326
Range 0.118 0.106 -0.012 -10.2% 0.273
ATR 0.117 0.116 -0.001 -0.6% 0.000
Volume 24,898 26,623 1,725 6.9% 71,009
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.682 4.627 4.417
R3 4.576 4.521 4.388
R2 4.470 4.470 4.378
R1 4.415 4.415 4.369 4.390
PP 4.364 4.364 4.364 4.352
S1 4.309 4.309 4.349 4.284
S2 4.258 4.258 4.340
S3 4.152 4.203 4.330
S4 4.046 4.097 4.301
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 4.522 4.300 0.222 5.1% 0.127 2.9% 27% False False 20,734
10 4.673 4.300 0.373 8.6% 0.103 2.4% 16% False False 17,112
20 5.074 4.300 0.774 17.8% 0.109 2.5% 8% False False 18,868
40 5.336 4.300 1.036 23.8% 0.114 2.6% 6% False False 15,717
60 5.762 4.300 1.462 33.5% 0.126 2.9% 4% False False 12,913
80 5.762 4.300 1.462 33.5% 0.129 3.0% 4% False False 11,402
100 5.762 4.300 1.462 33.5% 0.129 3.0% 4% False False 9,876
120 5.762 4.300 1.462 33.5% 0.130 3.0% 4% False False 8,788
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 0.022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.871
2.618 4.698
1.618 4.592
1.000 4.526
0.618 4.486
HIGH 4.420
0.618 4.380
0.500 4.367
0.382 4.354
LOW 4.314
0.618 4.248
1.000 4.208
1.618 4.142
2.618 4.036
4.250 3.864
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 4.367 4.418
PP 4.364 4.398
S1 4.362 4.379

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

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