NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 5.694 5.639 -0.055 -1.0% 5.616
High 5.805 5.729 -0.076 -1.3% 5.900
Low 5.625 5.616 -0.009 -0.2% 5.547
Close 5.694 5.639 -0.055 -1.0% 5.835
Range 0.180 0.113 -0.067 -37.2% 0.353
ATR 0.218 0.210 -0.007 -3.4% 0.000
Volume 4,419 4,642 223 5.0% 25,490
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.000 5.933 5.701
R3 5.887 5.820 5.670
R2 5.774 5.774 5.660
R1 5.707 5.707 5.649 5.696
PP 5.661 5.661 5.661 5.656
S1 5.594 5.594 5.629 5.583
S2 5.548 5.548 5.618
S3 5.435 5.481 5.608
S4 5.322 5.368 5.577
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.820 6.680 6.029
R3 6.467 6.327 5.932
R2 6.114 6.114 5.900
R1 5.974 5.974 5.867 6.044
PP 5.761 5.761 5.761 5.796
S1 5.621 5.621 5.803 5.691
S2 5.408 5.408 5.770
S3 5.055 5.268 5.738
S4 4.702 4.915 5.641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.900 5.585 0.315 5.6% 0.203 3.6% 17% False False 5,211
10 6.050 5.547 0.503 8.9% 0.191 3.4% 18% False False 4,417
20 6.075 5.547 0.528 9.4% 0.188 3.3% 17% False False 3,322
40 6.075 4.848 1.227 21.8% 0.195 3.5% 64% False False 2,761
60 6.152 4.848 1.304 23.1% 0.178 3.2% 61% False False 2,332
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.209
2.618 6.025
1.618 5.912
1.000 5.842
0.618 5.799
HIGH 5.729
0.618 5.686
0.500 5.673
0.382 5.659
LOW 5.616
0.618 5.546
1.000 5.503
1.618 5.433
2.618 5.320
4.250 5.136
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 5.673 5.736
PP 5.661 5.704
S1 5.650 5.671

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

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