NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 4.561 4.612 0.051 1.1% 4.531
High 4.634 4.689 0.055 1.2% 4.719
Low 4.511 4.600 0.089 2.0% 4.454
Close 4.612 4.675 0.063 1.4% 4.580
Range 0.123 0.089 -0.034 -27.6% 0.265
ATR 0.181 0.175 -0.007 -3.6% 0.000
Volume 78,012 77,179 -833 -1.1% 590,696
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.922 4.887 4.724
R3 4.833 4.798 4.699
R2 4.744 4.744 4.691
R1 4.709 4.709 4.683 4.727
PP 4.655 4.655 4.655 4.663
S1 4.620 4.620 4.667 4.638
S2 4.566 4.566 4.659
S3 4.477 4.531 4.651
S4 4.388 4.442 4.626
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 4.480 0.239 5.1% 0.143 3.1% 82% False False 108,208
10 4.719 4.288 0.431 9.2% 0.158 3.4% 90% False False 113,483
20 4.923 4.288 0.635 13.6% 0.186 4.0% 61% False False 105,649
40 5.249 4.285 0.964 20.6% 0.198 4.2% 40% False False 77,253
60 5.249 4.070 1.179 25.2% 0.181 3.9% 51% False False 57,988
80 5.249 4.070 1.179 25.2% 0.181 3.9% 51% False False 46,814
100 5.249 4.070 1.179 25.2% 0.169 3.6% 51% False False 38,643
120 5.864 4.070 1.794 38.4% 0.162 3.5% 34% False False 32,791
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.067
2.618 4.922
1.618 4.833
1.000 4.778
0.618 4.744
HIGH 4.689
0.618 4.655
0.500 4.645
0.382 4.634
LOW 4.600
0.618 4.545
1.000 4.511
1.618 4.456
2.618 4.367
4.250 4.222
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 4.665 4.650
PP 4.655 4.625
S1 4.645 4.600

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

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