NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 4.523 4.420 -0.103 -2.3% 4.650
High 4.530 4.566 0.036 0.8% 4.653
Low 4.418 4.420 0.002 0.0% 4.418
Close 4.422 4.536 0.114 2.6% 4.422
Range 0.112 0.146 0.034 30.4% 0.235
ATR 0.097 0.100 0.004 3.6% 0.000
Volume 8,132 6,390 -1,742 -21.4% 28,866
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.945 4.887 4.616
R3 4.799 4.741 4.576
R2 4.653 4.653 4.563
R1 4.595 4.595 4.549 4.624
PP 4.507 4.507 4.507 4.522
S1 4.449 4.449 4.523 4.478
S2 4.361 4.361 4.509
S3 4.215 4.303 4.496
S4 4.069 4.157 4.456
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.203 5.047 4.551
R3 4.968 4.812 4.487
R2 4.733 4.733 4.465
R1 4.577 4.577 4.444 4.538
PP 4.498 4.498 4.498 4.478
S1 4.342 4.342 4.400 4.303
S2 4.263 4.263 4.379
S3 4.028 4.107 4.357
S4 3.793 3.872 4.293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.600 4.418 0.182 4.0% 0.097 2.1% 65% False False 6,557
10 4.850 4.418 0.432 9.5% 0.091 2.0% 27% False False 5,101
20 5.229 4.418 0.811 17.9% 0.095 2.1% 15% False False 5,462
40 5.458 4.418 1.040 22.9% 0.100 2.2% 11% False False 5,006
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.187
2.618 4.948
1.618 4.802
1.000 4.712
0.618 4.656
HIGH 4.566
0.618 4.510
0.500 4.493
0.382 4.476
LOW 4.420
0.618 4.330
1.000 4.274
1.618 4.184
2.618 4.038
4.250 3.800
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 4.522 4.521
PP 4.507 4.507
S1 4.493 4.492

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

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