NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 4.616 4.527 -0.089 -1.9% 4.421
High 4.662 4.719 0.057 1.2% 4.659
Low 4.480 4.509 0.029 0.6% 4.288
Close 4.513 4.643 0.130 2.9% 4.519
Range 0.182 0.210 0.028 15.4% 0.371
ATR 0.190 0.192 0.001 0.7% 0.000
Volume 120,798 120,951 153 0.1% 529,425
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.254 5.158 4.759
R3 5.044 4.948 4.701
R2 4.834 4.834 4.682
R1 4.738 4.738 4.662 4.786
PP 4.624 4.624 4.624 4.648
S1 4.528 4.528 4.624 4.576
S2 4.414 4.414 4.605
S3 4.204 4.318 4.585
S4 3.994 4.108 4.528
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.602 5.431 4.723
R3 5.231 5.060 4.621
R2 4.860 4.860 4.587
R1 4.689 4.689 4.553 4.775
PP 4.489 4.489 4.489 4.531
S1 4.318 4.318 4.485 4.404
S2 4.118 4.118 4.451
S3 3.747 3.947 4.417
S4 3.376 3.576 4.315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.719 4.454 0.265 5.7% 0.166 3.6% 71% True False 126,784
10 4.719 4.288 0.431 9.3% 0.162 3.5% 82% True False 110,162
20 4.934 4.288 0.646 13.9% 0.193 4.2% 55% False False 98,732
40 5.249 4.212 1.037 22.3% 0.201 4.3% 42% False False 71,130
60 5.249 4.070 1.179 25.4% 0.187 4.0% 49% False False 53,750
80 5.249 4.070 1.179 25.4% 0.185 4.0% 49% False False 43,360
100 5.249 4.070 1.179 25.4% 0.169 3.6% 49% False False 35,768
120 5.864 4.070 1.794 38.6% 0.163 3.5% 32% False False 30,350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.612
2.618 5.269
1.618 5.059
1.000 4.929
0.618 4.849
HIGH 4.719
0.618 4.639
0.500 4.614
0.382 4.589
LOW 4.509
0.618 4.379
1.000 4.299
1.618 4.169
2.618 3.959
4.250 3.617
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 4.633 4.626
PP 4.624 4.609
S1 4.614 4.593

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

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