NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 4.486 4.470 -0.016 -0.4% 4.745
High 4.504 4.590 0.086 1.9% 4.779
Low 4.425 4.380 -0.045 -1.0% 4.495
Close 4.473 4.402 -0.071 -1.6% 4.585
Range 0.079 0.210 0.131 165.8% 0.284
ATR 0.128 0.134 0.006 4.6% 0.000
Volume 27,183 27,427 244 0.9% 338,721
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.087 4.955 4.518
R3 4.877 4.745 4.460
R2 4.667 4.667 4.441
R1 4.535 4.535 4.421 4.496
PP 4.457 4.457 4.457 4.438
S1 4.325 4.325 4.383 4.286
S2 4.247 4.247 4.364
S3 4.037 4.115 4.344
S4 3.827 3.905 4.287
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 4.604 4.380 0.224 5.1% 0.122 2.8% 10% False True 35,236
10 4.831 4.380 0.451 10.2% 0.119 2.7% 5% False True 47,899
20 5.150 4.380 0.770 17.5% 0.131 3.0% 3% False True 35,394
40 5.283 4.380 0.903 20.5% 0.139 3.2% 2% False True 24,921
60 5.534 4.380 1.154 26.2% 0.146 3.3% 2% False True 19,331
80 5.534 4.380 1.154 26.2% 0.140 3.2% 2% False True 15,753
100 5.534 4.380 1.154 26.2% 0.143 3.2% 2% False True 13,130
120 5.534 4.380 1.154 26.2% 0.134 3.0% 2% False True 11,293
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.483
2.618 5.140
1.618 4.930
1.000 4.800
0.618 4.720
HIGH 4.590
0.618 4.510
0.500 4.485
0.382 4.460
LOW 4.380
0.618 4.250
1.000 4.170
1.618 4.040
2.618 3.830
4.250 3.488
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 4.485 4.485
PP 4.457 4.457
S1 4.430 4.430

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

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