NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 20-Jul-2010

Day Change Summary
	Previous	Current
	19-Jul-2010	20-Jul-2010	Change	Change %	Previous Week
Open	4.522	4.508	-0.014	-0.3%	4.430
High	4.551	4.596	0.045	1.0%	4.658
Low	4.452	4.456	0.004	0.1%	4.290
Close	4.509	4.576	0.067	1.5%	4.518
Range	0.099	0.140	0.041	41.4%	0.368
ATR	0.189	0.186	-0.004	-1.9%	0.000
Volume	64,161	50,433	-13,728	-21.4%	276,077

Daily Pivots for day following 20-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.963	4.909	4.653
R3	4.823	4.769	4.615
R2	4.683	4.683	4.602
R1	4.629	4.629	4.589	4.656
PP	4.543	4.543	4.543	4.556
S1	4.489	4.489	4.563	4.516
S2	4.403	4.403	4.550
S3	4.263	4.349	4.538
S4	4.123	4.209	4.499

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	8.0%	0.167	3.7%	78%	False	False	64,833
10	4.796	4.290	0.506	11.1%	0.168	3.7%	57%	False	False	50,622
20	5.010	4.290	0.720	15.7%	0.186	4.1%	40%	False	False	36,509
40	5.282	4.168	1.114	24.3%	0.191	4.2%	37%	False	False	32,913
60	5.282	4.140	1.142	25.0%	0.178	3.9%	38%	False	False	26,977
80	5.282	4.140	1.142	25.0%	0.177	3.9%	38%	False	False	22,275
100	5.282	4.140	1.142	25.0%	0.163	3.6%	38%	False	False	18,759
120	5.884	4.140	1.744	38.1%	0.160	3.5%	25%	False	False	16,079

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.045
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.191
2.618	4.963
1.618	4.823
1.000	4.736
0.618	4.683
HIGH	4.596
0.618	4.543
0.500	4.526
0.382	4.509
LOW	4.456
0.618	4.369
1.000	4.316
1.618	4.229
2.618	4.089
4.250	3.861

Fisher Pivots for day following 20-Jul-2010
Pivot	1 day	3 day
R1	4.559	4.569
PP	4.543	4.562
S1	4.526	4.555

Download as Excel Spreadsheet

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

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