NYMEX Natural Gas Future March 2011


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 5.119 5.136 0.017 0.3% 5.155
High 5.156 5.183 0.027 0.5% 5.261
Low 5.096 5.026 -0.070 -1.4% 5.100
Close 5.152 5.058 -0.094 -1.8% 5.253
Range 0.060 0.157 0.097 161.7% 0.161
ATR 0.110 0.113 0.003 3.1% 0.000
Volume 6,594 4,131 -2,463 -37.4% 29,952
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.560 5.466 5.144
R3 5.403 5.309 5.101
R2 5.246 5.246 5.087
R1 5.152 5.152 5.072 5.121
PP 5.089 5.089 5.089 5.073
S1 4.995 4.995 5.044 4.964
S2 4.932 4.932 5.029
S3 4.775 4.838 5.015
S4 4.618 4.681 4.972
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.688 5.631 5.342
R3 5.527 5.470 5.297
R2 5.366 5.366 5.283
R1 5.309 5.309 5.268 5.338
PP 5.205 5.205 5.205 5.219
S1 5.148 5.148 5.238 5.177
S2 5.044 5.044 5.223
S3 4.883 4.987 5.209
S4 4.722 4.826 5.164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.327 5.026 0.301 6.0% 0.124 2.4% 11% False True 6,728
10 5.327 5.026 0.301 6.0% 0.108 2.1% 11% False True 5,935
20 5.327 5.026 0.301 6.0% 0.101 2.0% 11% False True 4,894
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 0.026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.850
2.618 5.594
1.618 5.437
1.000 5.340
0.618 5.280
HIGH 5.183
0.618 5.123
0.500 5.105
0.382 5.086
LOW 5.026
0.618 4.929
1.000 4.869
1.618 4.772
2.618 4.615
4.250 4.359
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 5.105 5.128
PP 5.089 5.104
S1 5.074 5.081

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

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