NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 5.717 5.846 0.129 2.3% 5.694
High 5.776 5.894 0.118 2.0% 5.894
Low 5.621 5.751 0.130 2.3% 5.616
Close 5.717 5.846 0.129 2.3% 5.846
Range 0.155 0.143 -0.012 -7.7% 0.278
ATR 0.206 0.204 -0.002 -1.0% 0.000
Volume 1,532 2,310 778 50.8% 12,903
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.259 6.196 5.925
R3 6.116 6.053 5.885
R2 5.973 5.973 5.872
R1 5.910 5.910 5.859 5.918
PP 5.830 5.830 5.830 5.834
S1 5.767 5.767 5.833 5.775
S2 5.687 5.687 5.820
S3 5.544 5.624 5.807
S4 5.401 5.481 5.767
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.619 6.511 5.999
R3 6.341 6.233 5.922
R2 6.063 6.063 5.897
R1 5.955 5.955 5.871 6.009
PP 5.785 5.785 5.785 5.813
S1 5.677 5.677 5.821 5.731
S2 5.507 5.507 5.795
S3 5.229 5.399 5.770
S4 4.951 5.121 5.693
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.894 5.616 0.278 4.8% 0.155 2.6% 83% True False 3,825
10 5.900 5.547 0.353 6.0% 0.179 3.1% 85% False False 4,281
20 6.075 5.547 0.528 9.0% 0.180 3.1% 57% False False 3,264
40 6.075 4.848 1.227 21.0% 0.194 3.3% 81% False False 2,781
60 6.075 4.848 1.227 21.0% 0.178 3.0% 81% False False 2,361
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 True
Bear Hook False
Bull Hook False
Stretch 0.043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.502
2.618 6.268
1.618 6.125
1.000 6.037
0.618 5.982
HIGH 5.894
0.618 5.839
0.500 5.823
0.382 5.806
LOW 5.751
0.618 5.663
1.000 5.608
1.618 5.520
2.618 5.377
4.250 5.143
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 5.838 5.816
PP 5.830 5.785
S1 5.823 5.755

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

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