NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 5.136 5.087 -0.049 -1.0% 5.152
High 5.183 5.087 -0.096 -1.9% 5.327
Low 5.026 4.988 -0.038 -0.8% 4.988
Close 5.058 5.019 -0.039 -0.8% 5.019
Range 0.157 0.099 -0.058 -36.9% 0.339
ATR 0.113 0.112 -0.001 -0.9% 0.000
Volume 4,131 7,252 3,121 75.6% 32,513
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.328 5.273 5.073
R3 5.229 5.174 5.046
R2 5.130 5.130 5.037
R1 5.075 5.075 5.028 5.053
PP 5.031 5.031 5.031 5.021
S1 4.976 4.976 5.010 4.954
S2 4.932 4.932 5.001
S3 4.833 4.877 4.992
S4 4.734 4.778 4.965
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 6.128 5.913 5.205
R3 5.789 5.574 5.112
R2 5.450 5.450 5.081
R1 5.235 5.235 5.050 5.173
PP 5.111 5.111 5.111 5.081
S1 4.896 4.896 4.988 4.834
S2 4.772 4.772 4.957
S3 4.433 4.557 4.926
S4 4.094 4.218 4.833
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.327 4.988 0.339 6.8% 0.125 2.5% 9% False True 6,502
10 5.327 4.988 0.339 6.8% 0.110 2.2% 9% False True 6,246
20 5.327 4.988 0.339 6.8% 0.102 2.0% 9% False True 5,009
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.508
2.618 5.346
1.618 5.247
1.000 5.186
0.618 5.148
HIGH 5.087
0.618 5.049
0.500 5.038
0.382 5.026
LOW 4.988
0.618 4.927
1.000 4.889
1.618 4.828
2.618 4.729
4.250 4.567
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 5.038 5.086
PP 5.031 5.063
S1 5.025 5.041

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

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