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

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

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