NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 4.392 4.372 -0.020 -0.5% 4.350
High 4.420 4.470 0.050 1.1% 4.522
Low 4.314 4.352 0.038 0.9% 4.300
Close 4.359 4.465 0.106 2.4% 4.465
Range 0.106 0.118 0.012 11.3% 0.222
ATR 0.116 0.116 0.000 0.1% 0.000
Volume 26,623 21,102 -5,521 -20.7% 108,892
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.783 4.742 4.530
R3 4.665 4.624 4.497
R2 4.547 4.547 4.487
R1 4.506 4.506 4.476 4.527
PP 4.429 4.429 4.429 4.439
S1 4.388 4.388 4.454 4.409
S2 4.311 4.311 4.443
S3 4.193 4.270 4.433
S4 4.075 4.152 4.400
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.095 5.002 4.587
R3 4.873 4.780 4.526
R2 4.651 4.651 4.506
R1 4.558 4.558 4.485 4.605
PP 4.429 4.429 4.429 4.452
S1 4.336 4.336 4.445 4.383
S2 4.207 4.207 4.424
S3 3.985 4.114 4.404
S4 3.763 3.892 4.343
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 5.0% 0.127 2.8% 74% False False 21,778
10 4.593 4.300 0.293 6.6% 0.107 2.4% 56% False False 17,990
20 5.050 4.300 0.750 16.8% 0.109 2.4% 22% False False 18,701
40 5.336 4.300 1.036 23.2% 0.115 2.6% 16% False False 15,937
60 5.762 4.300 1.462 32.7% 0.125 2.8% 11% False False 13,152
80 5.762 4.300 1.462 32.7% 0.130 2.9% 11% False False 11,603
100 5.762 4.300 1.462 32.7% 0.129 2.9% 11% False False 10,046
120 5.762 4.300 1.462 32.7% 0.131 2.9% 11% False False 8,950
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.972
2.618 4.779
1.618 4.661
1.000 4.588
0.618 4.543
HIGH 4.470
0.618 4.425
0.500 4.411
0.382 4.397
LOW 4.352
0.618 4.279
1.000 4.234
1.618 4.161
2.618 4.043
4.250 3.851
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 4.447 4.446
PP 4.429 4.428
S1 4.411 4.409

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

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