NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 4.527 4.655 0.128 2.8% 4.531
High 4.719 4.665 -0.054 -1.1% 4.719
Low 4.509 4.552 0.043 1.0% 4.454
Close 4.643 4.580 -0.063 -1.4% 4.580
Range 0.210 0.113 -0.097 -46.2% 0.265
ATR 0.192 0.186 -0.006 -2.9% 0.000
Volume 120,951 144,101 23,150 19.1% 590,696
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.938 4.872 4.642
R3 4.825 4.759 4.611
R2 4.712 4.712 4.601
R1 4.646 4.646 4.590 4.623
PP 4.599 4.599 4.599 4.587
S1 4.533 4.533 4.570 4.510
S2 4.486 4.486 4.559
S3 4.373 4.420 4.549
S4 4.260 4.307 4.518
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.379 5.245 4.726
R3 5.114 4.980 4.653
R2 4.849 4.849 4.629
R1 4.715 4.715 4.604 4.782
PP 4.584 4.584 4.584 4.618
S1 4.450 4.450 4.556 4.517
S2 4.319 4.319 4.531
S3 4.054 4.185 4.507
S4 3.789 3.920 4.434
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 5.8% 0.151 3.3% 48% False False 118,139
10 4.719 4.288 0.431 9.4% 0.162 3.5% 68% False False 112,012
20 4.934 4.288 0.646 14.1% 0.191 4.2% 45% False False 102,984
40 5.249 4.229 1.020 22.3% 0.200 4.4% 34% False False 74,351
60 5.249 4.070 1.179 25.7% 0.187 4.1% 43% False False 55,985
80 5.249 4.070 1.179 25.7% 0.185 4.0% 43% False False 45,073
100 5.249 4.070 1.179 25.7% 0.169 3.7% 43% False False 37,166
120 5.864 4.070 1.794 39.2% 0.162 3.5% 28% False False 31,536
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.145
2.618 4.961
1.618 4.848
1.000 4.778
0.618 4.735
HIGH 4.665
0.618 4.622
0.500 4.609
0.382 4.595
LOW 4.552
0.618 4.482
1.000 4.439
1.618 4.369
2.618 4.256
4.250 4.072
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 4.609 4.600
PP 4.599 4.593
S1 4.590 4.587

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

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