NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 4.755 4.791 0.036 0.8% 5.021
High 4.806 4.797 -0.009 -0.2% 5.063
Low 4.739 4.740 0.001 0.0% 4.773
Close 4.775 4.778 0.003 0.1% 4.903
Range 0.067 0.057 -0.010 -14.9% 0.290
ATR 0.104 0.100 -0.003 -3.2% 0.000
Volume 5,055 2,805 -2,250 -44.5% 30,177
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.943 4.917 4.809
R3 4.886 4.860 4.794
R2 4.829 4.829 4.788
R1 4.803 4.803 4.783 4.788
PP 4.772 4.772 4.772 4.764
S1 4.746 4.746 4.773 4.731
S2 4.715 4.715 4.768
S3 4.658 4.689 4.762
S4 4.601 4.632 4.747
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.783 5.633 5.063
R3 5.493 5.343 4.983
R2 5.203 5.203 4.956
R1 5.053 5.053 4.930 4.983
PP 4.913 4.913 4.913 4.878
S1 4.763 4.763 4.876 4.693
S2 4.623 4.623 4.850
S3 4.333 4.473 4.823
S4 4.043 4.183 4.744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.914 4.739 0.175 3.7% 0.076 1.6% 22% False False 4,758
10 5.183 4.739 0.444 9.3% 0.094 2.0% 9% False False 5,207
20 5.327 4.739 0.588 12.3% 0.096 2.0% 7% False False 5,502
40 5.582 4.739 0.843 17.6% 0.103 2.2% 5% False False 4,960
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.039
2.618 4.946
1.618 4.889
1.000 4.854
0.618 4.832
HIGH 4.797
0.618 4.775
0.500 4.769
0.382 4.762
LOW 4.740
0.618 4.705
1.000 4.683
1.618 4.648
2.618 4.591
4.250 4.498
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 4.775 4.825
PP 4.772 4.809
S1 4.769 4.794

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

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