NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 4.560 4.598 0.038 0.8% 4.745
High 4.604 4.598 -0.006 -0.1% 4.779
Low 4.552 4.432 -0.120 -2.6% 4.495
Close 4.585 4.456 -0.129 -2.8% 4.585
Range 0.052 0.166 0.114 219.2% 0.284
ATR 0.131 0.134 0.002 1.9% 0.000
Volume 69,263 28,581 -40,682 -58.7% 338,721
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.993 4.891 4.547
R3 4.827 4.725 4.502
R2 4.661 4.661 4.486
R1 4.559 4.559 4.471 4.527
PP 4.495 4.495 4.495 4.480
S1 4.393 4.393 4.441 4.361
S2 4.329 4.329 4.426
S3 4.163 4.227 4.410
S4 3.997 4.061 4.365
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.472 5.312 4.741
R3 5.188 5.028 4.663
R2 4.904 4.904 4.637
R1 4.744 4.744 4.611 4.682
PP 4.620 4.620 4.620 4.589
S1 4.460 4.460 4.559 4.398
S2 4.336 4.336 4.533
S3 4.052 4.176 4.507
S4 3.768 3.892 4.429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.629 4.432 0.197 4.4% 0.092 2.1% 12% False True 61,220
10 5.003 4.432 0.571 12.8% 0.127 2.8% 4% False True 48,932
20 5.150 4.432 0.718 16.1% 0.129 2.9% 3% False True 33,708
40 5.507 4.432 1.075 24.1% 0.143 3.2% 2% False True 23,426
60 5.534 4.432 1.102 24.7% 0.145 3.3% 2% False True 18,239
80 5.534 4.432 1.102 24.7% 0.140 3.2% 2% False True 14,873
100 5.534 4.432 1.102 24.7% 0.142 3.2% 2% False True 12,419
120 5.619 4.432 1.187 26.6% 0.133 3.0% 2% False True 10,669
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 0.026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.304
2.618 5.033
1.618 4.867
1.000 4.764
0.618 4.701
HIGH 4.598
0.618 4.535
0.500 4.515
0.382 4.495
LOW 4.432
0.618 4.329
1.000 4.266
1.618 4.163
2.618 3.997
4.250 3.727
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 4.515 4.518
PP 4.495 4.497
S1 4.476 4.477

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

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