NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 4.354 4.321 -0.033 -0.8% 4.158
High 4.405 4.471 0.066 1.5% 4.329
Low 4.297 4.321 0.024 0.6% 4.070
Close 4.311 4.464 0.153 3.5% 4.221
Range 0.108 0.150 0.042 38.9% 0.259
ATR 0.160 0.160 0.000 0.0% 0.000
Volume 25,413 17,355 -8,058 -31.7% 81,015
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 4.869 4.816 4.547
R3 4.719 4.666 4.505
R2 4.569 4.569 4.492
R1 4.516 4.516 4.478 4.543
PP 4.419 4.419 4.419 4.432
S1 4.366 4.366 4.450 4.393
S2 4.269 4.269 4.437
S3 4.119 4.216 4.423
S4 3.969 4.066 4.382
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 4.471 4.070 0.401 9.0% 0.169 3.8% 98% True False 20,350
10 4.603 4.070 0.533 11.9% 0.169 3.8% 74% False False 17,839
20 4.639 4.070 0.569 12.7% 0.158 3.5% 69% False False 14,293
40 4.643 4.070 0.573 12.8% 0.158 3.5% 69% False False 11,921
60 5.626 4.070 1.556 34.9% 0.141 3.2% 25% False False 9,545
80 5.951 4.070 1.881 42.1% 0.141 3.2% 21% False False 7,817
100 6.111 4.070 2.041 45.7% 0.148 3.3% 19% False False 6,824
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 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.109
2.618 4.864
1.618 4.714
1.000 4.621
0.618 4.564
HIGH 4.471
0.618 4.414
0.500 4.396
0.382 4.378
LOW 4.321
0.618 4.228
1.000 4.171
1.618 4.078
2.618 3.928
4.250 3.684
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 4.441 4.426
PP 4.419 4.387
S1 4.396 4.349

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

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