NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 5.774 5.705 -0.069 -1.2% 5.694
High 5.880 5.713 -0.167 -2.8% 5.894
Low 5.732 5.556 -0.176 -3.1% 5.616
Close 5.782 5.606 -0.176 -3.0% 5.846
Range 0.148 0.157 0.009 6.1% 0.278
ATR 0.200 0.202 0.002 0.9% 0.000
Volume 2,672 2,456 -216 -8.1% 12,903
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.096 6.008 5.692
R3 5.939 5.851 5.649
R2 5.782 5.782 5.635
R1 5.694 5.694 5.620 5.660
PP 5.625 5.625 5.625 5.608
S1 5.537 5.537 5.592 5.503
S2 5.468 5.468 5.577
S3 5.311 5.380 5.563
S4 5.154 5.223 5.520
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 5.556 0.338 6.0% 0.143 2.6% 15% False True 2,722
10 5.900 5.556 0.344 6.1% 0.178 3.2% 15% False True 4,034
20 6.075 5.547 0.528 9.4% 0.176 3.1% 11% False False 3,292
40 6.075 4.848 1.227 21.9% 0.191 3.4% 62% False False 2,835
60 6.075 4.848 1.227 21.9% 0.179 3.2% 62% False False 2,411
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.380
2.618 6.124
1.618 5.967
1.000 5.870
0.618 5.810
HIGH 5.713
0.618 5.653
0.500 5.635
0.382 5.616
LOW 5.556
0.618 5.459
1.000 5.399
1.618 5.302
2.618 5.145
4.250 4.889
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 5.635 5.725
PP 5.625 5.685
S1 5.616 5.646

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

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