NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 4.810 4.824 0.014 0.3% 5.152
High 4.833 4.876 0.043 0.9% 5.327
Low 4.773 4.815 0.042 0.9% 4.988
Close 4.811 4.875 0.064 1.3% 5.019
Range 0.060 0.061 0.001 1.7% 0.339
ATR 0.111 0.108 -0.003 -3.0% 0.000
Volume 4,559 8,286 3,727 81.8% 32,513
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.038 5.018 4.909
R3 4.977 4.957 4.892
R2 4.916 4.916 4.886
R1 4.896 4.896 4.881 4.906
PP 4.855 4.855 4.855 4.861
S1 4.835 4.835 4.869 4.845
S2 4.794 4.794 4.864
S3 4.733 4.774 4.858
S4 4.672 4.713 4.841
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 5.087 4.773 0.314 6.4% 0.093 1.9% 32% False False 6,486
10 5.327 4.773 0.554 11.4% 0.108 2.2% 18% False False 6,607
20 5.327 4.773 0.554 11.4% 0.099 2.0% 18% False False 5,486
40 5.710 4.773 0.937 19.2% 0.109 2.2% 11% False False 5,405
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.135
2.618 5.036
1.618 4.975
1.000 4.937
0.618 4.914
HIGH 4.876
0.618 4.853
0.500 4.846
0.382 4.838
LOW 4.815
0.618 4.777
1.000 4.754
1.618 4.716
2.618 4.655
4.250 4.556
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 4.865 4.865
PP 4.855 4.855
S1 4.846 4.846

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

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