NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 4.275 4.237 -0.038 -0.9% 4.452
High 4.308 4.375 0.067 1.6% 4.548
Low 4.196 4.141 -0.055 -1.3% 4.257
Close 4.239 4.171 -0.068 -1.6% 4.328
Range 0.112 0.234 0.122 108.9% 0.291
ATR 0.163 0.168 0.005 3.1% 0.000
Volume 75,919 104,664 28,745 37.9% 579,423
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.931 4.785 4.300
R3 4.697 4.551 4.235
R2 4.463 4.463 4.214
R1 4.317 4.317 4.192 4.273
PP 4.229 4.229 4.229 4.207
S1 4.083 4.083 4.150 4.039
S2 3.995 3.995 4.128
S3 3.761 3.849 4.107
S4 3.527 3.615 4.042
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.251 5.080 4.488
R3 4.960 4.789 4.408
R2 4.669 4.669 4.381
R1 4.498 4.498 4.355 4.438
PP 4.378 4.378 4.378 4.348
S1 4.207 4.207 4.301 4.147
S2 4.087 4.087 4.275
S3 3.796 3.916 4.248
S4 3.505 3.625 4.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.375 4.141 0.234 5.6% 0.145 3.5% 13% True True 86,845
10 4.646 4.141 0.505 12.1% 0.151 3.6% 6% False True 105,314
20 5.007 4.141 0.866 20.8% 0.166 4.0% 3% False True 100,980
40 5.007 4.141 0.866 20.8% 0.176 4.2% 3% False True 70,579
60 5.282 4.141 1.141 27.4% 0.185 4.4% 3% False True 57,192
80 5.282 4.140 1.142 27.4% 0.177 4.3% 3% False False 46,791
100 5.282 4.140 1.142 27.4% 0.176 4.2% 3% False False 39,061
120 5.282 4.140 1.142 27.4% 0.165 3.9% 3% False False 33,394
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 True
Bear Hook False
Bull Hook False
Stretch 0.046
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.370
2.618 4.988
1.618 4.754
1.000 4.609
0.618 4.520
HIGH 4.375
0.618 4.286
0.500 4.258
0.382 4.230
LOW 4.141
0.618 3.996
1.000 3.907
1.618 3.762
2.618 3.528
4.250 3.147
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 4.258 4.258
PP 4.229 4.229
S1 4.200 4.200

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

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