NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 19-Jul-2010

Day Change Summary
	Previous	Current
	16-Jul-2010	19-Jul-2010	Change	Change %	Previous Week
Open	4.608	4.522	-0.086	-1.9%	4.430
High	4.658	4.551	-0.107	-2.3%	4.658
Low	4.471	4.452	-0.019	-0.4%	4.290
Close	4.518	4.509	-0.009	-0.2%	4.518
Range	0.187	0.099	-0.088	-47.1%	0.368
ATR	0.196	0.189	-0.007	-3.5%	0.000
Volume	95,639	64,161	-31,478	-32.9%	276,077

Daily Pivots for day following 19-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.801	4.754	4.563
R3	4.702	4.655	4.536
R2	4.603	4.603	4.527
R1	4.556	4.556	4.518	4.530
PP	4.504	4.504	4.504	4.491
S1	4.457	4.457	4.500	4.431
S2	4.405	4.405	4.491
S3	4.306	4.358	4.482
S4	4.207	4.259	4.455

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.593	5.423	4.720
R3	5.225	5.055	4.619
R2	4.857	4.857	4.585
R1	4.687	4.687	4.552	4.772
PP	4.489	4.489	4.489	4.531
S1	4.319	4.319	4.484	4.404
S2	4.121	4.121	4.451
S3	3.753	3.951	4.417
S4	3.385	3.583	4.316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.658	4.290	0.368	8.2%	0.170	3.8%	60%	False	False	60,793
10	4.916	4.290	0.626	13.9%	0.177	3.9%	35%	False	False	47,588
20	5.252	4.290	0.962	21.3%	0.196	4.4%	23%	False	False	35,040
40	5.282	4.168	1.114	24.7%	0.191	4.2%	31%	False	False	32,022
60	5.282	4.140	1.142	25.3%	0.180	4.0%	32%	False	False	26,307
80	5.282	4.140	1.142	25.3%	0.177	3.9%	32%	False	False	21,708
100	5.282	4.140	1.142	25.3%	0.163	3.6%	32%	False	False	18,276
120	5.884	4.140	1.744	38.7%	0.160	3.5%	21%	False	False	15,677

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	0.040
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.972
2.618	4.810
1.618	4.711
1.000	4.650
0.618	4.612
HIGH	4.551
0.618	4.513
0.500	4.502
0.382	4.490
LOW	4.452
0.618	4.391
1.000	4.353
1.618	4.292
2.618	4.193
4.250	4.031

Fisher Pivots for day following 19-Jul-2010
Pivot	1 day	3 day
R1	4.507	4.497
PP	4.504	4.486
S1	4.502	4.474

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols