NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 5.574 5.350 -0.224 -4.0% 5.694
High 5.574 5.434 -0.140 -2.5% 5.894
Low 5.376 5.265 -0.111 -2.1% 5.616
Close 5.413 5.333 -0.080 -1.5% 5.846
Range 0.198 0.169 -0.029 -14.6% 0.278
ATR 0.204 0.201 -0.002 -1.2% 0.000
Volume 2,820 4,237 1,417 50.2% 12,903
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 5.851 5.761 5.426
R3 5.682 5.592 5.379
R2 5.513 5.513 5.364
R1 5.423 5.423 5.348 5.384
PP 5.344 5.344 5.344 5.324
S1 5.254 5.254 5.318 5.215
S2 5.175 5.175 5.302
S3 5.006 5.085 5.287
S4 4.837 4.916 5.240
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 5.265 0.629 11.8% 0.163 3.1% 11% False True 2,899
10 5.900 5.265 0.635 11.9% 0.170 3.2% 11% False True 3,795
20 6.050 5.265 0.785 14.7% 0.182 3.4% 9% False True 3,457
40 6.075 4.848 1.227 23.0% 0.186 3.5% 40% False False 2,936
60 6.075 4.848 1.227 23.0% 0.178 3.3% 40% False False 2,449
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 0.039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.152
2.618 5.876
1.618 5.707
1.000 5.603
0.618 5.538
HIGH 5.434
0.618 5.369
0.500 5.350
0.382 5.330
LOW 5.265
0.618 5.161
1.000 5.096
1.618 4.992
2.618 4.823
4.250 4.547
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 5.350 5.489
PP 5.344 5.437
S1 5.339 5.385

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

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