NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 4.143 4.230 0.087 2.1% 4.158
High 4.243 4.420 0.177 4.2% 4.329
Low 4.111 4.226 0.115 2.8% 4.070
Close 4.221 4.357 0.136 3.2% 4.221
Range 0.132 0.194 0.062 47.0% 0.259
ATR 0.161 0.164 0.003 1.7% 0.000
Volume 21,261 19,572 -1,689 -7.9% 81,015
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 4.916 4.831 4.464
R3 4.722 4.637 4.410
R2 4.528 4.528 4.393
R1 4.443 4.443 4.375 4.486
PP 4.334 4.334 4.334 4.356
S1 4.249 4.249 4.339 4.292
S2 4.140 4.140 4.321
S3 3.946 4.055 4.304
S4 3.752 3.861 4.250
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 4.984 4.861 4.363
R3 4.725 4.602 4.292
R2 4.466 4.466 4.268
R1 4.343 4.343 4.245 4.405
PP 4.207 4.207 4.207 4.237
S1 4.084 4.084 4.197 4.146
S2 3.948 3.948 4.174
S3 3.689 3.825 4.150
S4 3.430 3.566 4.079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.420 4.070 0.350 8.0% 0.153 3.5% 82% True False 17,452
10 4.639 4.070 0.569 13.1% 0.165 3.8% 50% False False 15,364
20 4.639 4.070 0.569 13.1% 0.161 3.7% 50% False False 13,933
40 4.750 4.070 0.680 15.6% 0.156 3.6% 42% False False 11,060
60 5.752 4.070 1.682 38.6% 0.143 3.3% 17% False False 8,940
80 5.960 4.070 1.890 43.4% 0.142 3.3% 15% False False 7,332
100 6.111 4.070 2.041 46.8% 0.148 3.4% 14% False False 6,465
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 5.245
2.618 4.928
1.618 4.734
1.000 4.614
0.618 4.540
HIGH 4.420
0.618 4.346
0.500 4.323
0.382 4.300
LOW 4.226
0.618 4.106
1.000 4.032
1.618 3.912
2.618 3.718
4.250 3.402
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 4.346 4.320
PP 4.334 4.282
S1 4.323 4.245

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

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