NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 4.696 4.621 -0.075 -1.6% 4.872
High 4.796 4.641 -0.155 -3.2% 4.945
Low 4.582 4.383 -0.199 -4.3% 4.516
Close 4.588 4.420 -0.168 -3.7% 4.717
Range 0.214 0.258 0.044 20.6% 0.429
ATR 0.208 0.212 0.004 1.7% 0.000
Volume 34,896 33,049 -1,847 -5.3% 123,433
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.255 5.096 4.562
R3 4.997 4.838 4.491
R2 4.739 4.739 4.467
R1 4.580 4.580 4.444 4.531
PP 4.481 4.481 4.481 4.457
S1 4.322 4.322 4.396 4.273
S2 4.223 4.223 4.373
S3 3.965 4.064 4.349
S4 3.707 3.806 4.278
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.013 5.794 4.953
R3 5.584 5.365 4.835
R2 5.155 5.155 4.796
R1 4.936 4.936 4.756 4.831
PP 4.726 4.726 4.726 4.674
S1 4.507 4.507 4.678 4.402
S2 4.297 4.297 4.638
S3 3.868 4.078 4.599
S4 3.439 3.649 4.481
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.945 4.383 0.562 12.7% 0.265 6.0% 7% False True 31,583
10 4.961 4.383 0.578 13.1% 0.214 4.8% 6% False True 24,787
20 5.282 4.383 0.899 20.3% 0.206 4.7% 4% False True 27,611
40 5.282 4.168 1.114 25.2% 0.192 4.3% 23% False False 25,787
60 5.282 4.140 1.142 25.8% 0.178 4.0% 25% False False 20,717
80 5.282 4.140 1.142 25.8% 0.172 3.9% 25% False False 17,225
100 5.789 4.140 1.649 37.3% 0.161 3.7% 17% False False 14,631
120 5.987 4.140 1.847 41.8% 0.157 3.6% 15% False False 12,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.044
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.738
2.618 5.316
1.618 5.058
1.000 4.899
0.618 4.800
HIGH 4.641
0.618 4.542
0.500 4.512
0.382 4.482
LOW 4.383
0.618 4.224
1.000 4.125
1.618 3.966
2.618 3.708
4.250 3.287
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 4.512 4.650
PP 4.481 4.573
S1 4.451 4.497

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

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