NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 4.739 4.925 0.186 3.9% 4.860
High 4.867 5.093 0.226 4.6% 5.044
Low 4.732 4.918 0.186 3.9% 4.687
Close 4.833 5.060 0.227 4.7% 4.833
Range 0.135 0.175 0.040 29.6% 0.357
ATR 0.190 0.195 0.005 2.6% 0.000
Volume 46,319 41,272 -5,047 -10.9% 257,228
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.549 5.479 5.156
R3 5.374 5.304 5.108
R2 5.199 5.199 5.092
R1 5.129 5.129 5.076 5.164
PP 5.024 5.024 5.024 5.041
S1 4.954 4.954 5.044 4.989
S2 4.849 4.849 5.028
S3 4.674 4.779 5.012
S4 4.499 4.604 4.964
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.926 5.736 5.029
R3 5.569 5.379 4.931
R2 5.212 5.212 4.898
R1 5.022 5.022 4.866 4.939
PP 4.855 4.855 4.855 4.813
S1 4.665 4.665 4.800 4.582
S2 4.498 4.498 4.768
S3 4.141 4.308 4.735
S4 3.784 3.951 4.637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.093 4.687 0.406 8.0% 0.177 3.5% 92% True False 50,260
10 5.093 4.285 0.808 16.0% 0.223 4.4% 96% True False 42,256
20 5.093 4.108 0.985 19.5% 0.187 3.7% 97% True False 30,887
40 5.093 4.070 1.023 20.2% 0.173 3.4% 97% True False 22,915
60 5.093 4.070 1.023 20.2% 0.169 3.3% 97% True False 18,980
80 5.360 4.070 1.290 25.5% 0.153 3.0% 77% False False 15,417
100 5.951 4.070 1.881 37.2% 0.151 3.0% 53% False False 12,900
120 6.111 4.070 2.041 40.3% 0.154 3.0% 49% False False 11,183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.044
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.837
2.618 5.551
1.618 5.376
1.000 5.268
0.618 5.201
HIGH 5.093
0.618 5.026
0.500 5.006
0.382 4.985
LOW 4.918
0.618 4.810
1.000 4.743
1.618 4.635
2.618 4.460
4.250 4.174
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 5.042 5.003
PP 5.024 4.947
S1 5.006 4.890

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

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