NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 23-Aug-2010

Day Change Summary
	Previous	Current
	20-Aug-2010	23-Aug-2010	Change	Change %	Previous Week
Open	4.161	4.066	-0.095	-2.3%	4.336
High	4.177	4.129	-0.048	-1.1%	4.375
Low	4.109	4.029	-0.080	-1.9%	4.109
Close	4.133	4.066	-0.067	-1.6%	4.133
Range	0.068	0.100	0.032	47.1%	0.266
ATR	0.161	0.157	-0.004	-2.5%	0.000
Volume	49,991	68,501	18,510	37.0%	420,401

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.375	4.320	4.121
R3	4.275	4.220	4.094
R2	4.175	4.175	4.084
R1	4.120	4.120	4.075	4.116
PP	4.075	4.075	4.075	4.073
S1	4.020	4.020	4.057	4.016
S2	3.975	3.975	4.048
S3	3.875	3.920	4.039
S4	3.775	3.820	4.011

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.004	4.834	4.279
R3	4.738	4.568	4.206
R2	4.472	4.472	4.182
R1	4.302	4.302	4.157	4.254
PP	4.206	4.206	4.206	4.182
S1	4.036	4.036	4.109	3.988
S2	3.940	3.940	4.084
S3	3.674	3.770	4.060
S4	3.408	3.504	3.987

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.375	4.029	0.346	8.5%	0.130	3.2%	11%	False	True	78,462
10	4.376	4.029	0.347	8.5%	0.120	3.0%	11%	False	True	91,059
20	5.007	4.029	0.978	24.1%	0.163	4.0%	4%	False	True	101,216
40	5.007	4.029	0.978	24.1%	0.173	4.3%	4%	False	True	72,631
60	5.282	4.029	1.253	30.8%	0.183	4.5%	3%	False	True	58,711
80	5.282	4.029	1.253	30.8%	0.173	4.3%	3%	False	True	48,076
100	5.282	4.029	1.253	30.8%	0.175	4.3%	3%	False	True	40,115
120	5.282	4.029	1.253	30.8%	0.165	4.0%	3%	False	True	34,337

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	0.038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.554
2.618	4.391
1.618	4.291
1.000	4.229
0.618	4.191
HIGH	4.129
0.618	4.091
0.500	4.079
0.382	4.067
LOW	4.029
0.618	3.967
1.000	3.929
1.618	3.867
2.618	3.767
4.250	3.604

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	4.079	4.202
PP	4.075	4.157
S1	4.070	4.111

Download as Excel Spreadsheet

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

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