NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 5.620 5.864 0.244 4.3% 5.855
High 5.874 5.900 0.026 0.4% 6.050
Low 5.585 5.647 0.062 1.1% 5.734
Close 5.856 5.749 -0.107 -1.8% 5.848
Range 0.289 0.253 -0.036 -12.5% 0.316
ATR 0.218 0.221 0.002 1.1% 0.000
Volume 4,131 6,638 2,507 60.7% 14,840
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.524 6.390 5.888
R3 6.271 6.137 5.819
R2 6.018 6.018 5.795
R1 5.884 5.884 5.772 5.825
PP 5.765 5.765 5.765 5.736
S1 5.631 5.631 5.726 5.572
S2 5.512 5.512 5.703
S3 5.259 5.378 5.679
S4 5.006 5.125 5.610
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.825 6.653 6.022
R3 6.509 6.337 5.935
R2 6.193 6.193 5.906
R1 6.021 6.021 5.877 5.949
PP 5.877 5.877 5.877 5.842
S1 5.705 5.705 5.819 5.633
S2 5.561 5.561 5.790
S3 5.245 5.389 5.761
S4 4.929 5.073 5.674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.900 5.547 0.353 6.1% 0.203 3.5% 57% True False 4,738
10 6.050 5.547 0.503 8.7% 0.202 3.5% 40% False False 3,587
20 6.075 5.547 0.528 9.2% 0.193 3.4% 38% False False 2,976
40 6.075 4.848 1.227 21.3% 0.196 3.4% 73% False False 2,476
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.975
2.618 6.562
1.618 6.309
1.000 6.153
0.618 6.056
HIGH 5.900
0.618 5.803
0.500 5.774
0.382 5.744
LOW 5.647
0.618 5.491
1.000 5.394
1.618 5.238
2.618 4.985
4.250 4.572
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 5.774 5.744
PP 5.765 5.738
S1 5.757 5.733

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

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