NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 4.825 4.806 -0.019 -0.4% 5.080
High 4.858 4.864 0.006 0.1% 5.208
Low 4.789 4.713 -0.076 -1.6% 4.780
Close 4.818 4.726 -0.092 -1.9% 4.844
Range 0.069 0.151 0.082 118.8% 0.428
ATR 0.159 0.158 -0.001 -0.3% 0.000
Volume 19,416 11,801 -7,615 -39.2% 74,374
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.221 5.124 4.809
R3 5.070 4.973 4.768
R2 4.919 4.919 4.754
R1 4.822 4.822 4.740 4.795
PP 4.768 4.768 4.768 4.754
S1 4.671 4.671 4.712 4.644
S2 4.617 4.617 4.698
S3 4.466 4.520 4.684
S4 4.315 4.369 4.643
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.228 5.964 5.079
R3 5.800 5.536 4.962
R2 5.372 5.372 4.922
R1 5.108 5.108 4.883 5.026
PP 4.944 4.944 4.944 4.903
S1 4.680 4.680 4.805 4.598
S2 4.516 4.516 4.766
S3 4.088 4.252 4.726
S4 3.660 3.824 4.609
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.121 4.713 0.408 8.6% 0.137 2.9% 3% False True 18,268
10 5.208 4.713 0.495 10.5% 0.165 3.5% 3% False True 15,400
20 5.534 4.713 0.821 17.4% 0.157 3.3% 2% False True 11,602
40 5.534 4.647 0.887 18.8% 0.153 3.2% 9% False False 9,354
60 5.534 4.647 0.887 18.8% 0.143 3.0% 9% False False 7,566
80 5.534 4.647 0.887 18.8% 0.142 3.0% 9% False False 6,367
100 5.810 4.647 1.163 24.6% 0.133 2.8% 7% False False 5,409
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 0.041
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.506
2.618 5.259
1.618 5.108
1.000 5.015
0.618 4.957
HIGH 4.864
0.618 4.806
0.500 4.789
0.382 4.771
LOW 4.713
0.618 4.620
1.000 4.562
1.618 4.469
2.618 4.318
4.250 4.071
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 4.789 4.797
PP 4.768 4.773
S1 4.747 4.750

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

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