NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 4.876 4.795 -0.081 -1.7% 4.831
High 4.920 4.965 0.045 0.9% 5.081
Low 4.830 4.755 -0.075 -1.6% 4.780
Close 4.909 4.795 -0.114 -2.3% 5.072
Range 0.090 0.210 0.120 133.3% 0.301
ATR 0.143 0.148 0.005 3.3% 0.000
Volume 33,644 28,664 -4,980 -14.8% 102,037
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.468 5.342 4.911
R3 5.258 5.132 4.853
R2 5.048 5.048 4.834
R1 4.922 4.922 4.814 4.900
PP 4.838 4.838 4.838 4.828
S1 4.712 4.712 4.776 4.690
S2 4.628 4.628 4.757
S3 4.418 4.502 4.737
S4 4.208 4.292 4.680
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.881 5.777 5.238
R3 5.580 5.476 5.155
R2 5.279 5.279 5.127
R1 5.175 5.175 5.100 5.227
PP 4.978 4.978 4.978 5.004
S1 4.874 4.874 5.044 4.926
S2 4.677 4.677 5.017
S3 4.376 4.573 4.989
S4 4.075 4.272 4.906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.150 4.755 0.395 8.2% 0.166 3.5% 10% False True 28,729
10 5.150 4.755 0.395 8.2% 0.142 3.0% 10% False True 22,889
20 5.150 4.641 0.509 10.6% 0.134 2.8% 30% False False 19,799
40 5.534 4.641 0.893 18.6% 0.146 3.1% 17% False False 15,085
60 5.534 4.641 0.893 18.6% 0.147 3.1% 17% False False 12,368
80 5.534 4.641 0.893 18.6% 0.142 3.0% 17% False False 10,075
100 5.534 4.641 0.893 18.6% 0.140 2.9% 17% False False 8,562
120 6.170 4.641 1.529 31.9% 0.134 2.8% 10% False False 7,407
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.858
2.618 5.515
1.618 5.305
1.000 5.175
0.618 5.095
HIGH 4.965
0.618 4.885
0.500 4.860
0.382 4.835
LOW 4.755
0.618 4.625
1.000 4.545
1.618 4.415
2.618 4.205
4.250 3.863
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 4.860 4.879
PP 4.838 4.851
S1 4.817 4.823

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

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