NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 04-Nov-2009

Day Change Summary
	Previous	Current
	03-Nov-2009	04-Nov-2009	Change	Change %	Previous Week
Open	5.410	5.475	0.065	1.2%	5.843
High	5.532	5.487	-0.045	-0.8%	5.868
Low	5.410	5.387	-0.023	-0.4%	5.598
Close	5.527	5.391	-0.136	-2.5%	5.680
Range	0.122	0.100	-0.022	-18.0%	0.270
ATR
Volume	3,140	912	-2,228	-71.0%	8,251

Daily Pivots for day following 04-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.722	5.656	5.446
R3	5.622	5.556	5.419
R2	5.522	5.522	5.409
R1	5.456	5.456	5.400	5.439
PP	5.422	5.422	5.422	5.413
S1	5.356	5.356	5.382	5.339
S2	5.322	5.322	5.373
S3	5.222	5.256	5.364
S4	5.122	5.156	5.336

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.525	6.373	5.829
R3	6.255	6.103	5.754
R2	5.985	5.985	5.730
R1	5.833	5.833	5.705	5.774
PP	5.715	5.715	5.715	5.686
S1	5.563	5.563	5.655	5.504
S2	5.445	5.445	5.631
S3	5.175	5.293	5.606
S4	4.905	5.023	5.532

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.854	5.387	0.467	8.7%	0.158	2.9%	1%	False	True	2,163
10	6.194	5.387	0.807	15.0%	0.153	2.8%	0%	False	True	1,634

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5.912
2.618	5.749
1.618	5.649
1.000	5.587
0.618	5.549
HIGH	5.487
0.618	5.449
0.500	5.437
0.382	5.425
LOW	5.387
0.618	5.325
1.000	5.287
1.618	5.225
2.618	5.125
4.250	4.962

Fisher Pivots for day following 04-Nov-2009
Pivot	1 day	3 day
R1	5.437	5.516
PP	5.422	5.474
S1	5.406	5.433

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols