NYMEX Natural Gas Future March 2011


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 4.791 4.717 -0.074 -1.5% 5.021
High 4.797 4.850 0.053 1.1% 5.063
Low 4.740 4.695 -0.045 -0.9% 4.773
Close 4.778 4.717 -0.061 -1.3% 4.903
Range 0.057 0.155 0.098 171.9% 0.290
ATR 0.100 0.104 0.004 3.9% 0.000
Volume 2,805 2,665 -140 -5.0% 30,177
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.219 5.123 4.802
R3 5.064 4.968 4.760
R2 4.909 4.909 4.745
R1 4.813 4.813 4.731 4.795
PP 4.754 4.754 4.754 4.745
S1 4.658 4.658 4.703 4.640
S2 4.599 4.599 4.689
S3 4.444 4.503 4.674
S4 4.289 4.348 4.632
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 4.695 0.219 4.6% 0.095 2.0% 10% False True 3,634
10 5.087 4.695 0.392 8.3% 0.094 2.0% 6% False True 5,060
20 5.327 4.695 0.632 13.4% 0.101 2.1% 3% False True 5,497
40 5.582 4.695 0.887 18.8% 0.105 2.2% 2% False True 4,872
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 0.015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.509
2.618 5.256
1.618 5.101
1.000 5.005
0.618 4.946
HIGH 4.850
0.618 4.791
0.500 4.773
0.382 4.754
LOW 4.695
0.618 4.599
1.000 4.540
1.618 4.444
2.618 4.289
4.250 4.036
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 4.773 4.773
PP 4.754 4.754
S1 4.736 4.736

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

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