NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 14-Jul-2010

Day Change Summary
	Previous	Current
	13-Jul-2010	14-Jul-2010	Change	Change %	Previous Week
Open	4.419	4.373	-0.046	-1.0%	4.660
High	4.487	4.389	-0.098	-2.2%	4.900
Low	4.334	4.303	-0.031	-0.7%	4.339
Close	4.354	4.306	-0.048	-1.1%	4.402
Range	0.153	0.086	-0.067	-43.8%	0.561
ATR	0.200	0.192	-0.008	-4.1%	0.000
Volume	67,874	110,325	42,451	62.5%	429,868

Daily Pivots for day following 14-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.591	4.534	4.353
R3	4.505	4.448	4.330
R2	4.419	4.419	4.322
R1	4.362	4.362	4.314	4.348
PP	4.333	4.333	4.333	4.325
S1	4.276	4.276	4.298	4.262
S2	4.247	4.247	4.290
S3	4.161	4.190	4.282
S4	4.075	4.104	4.259

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.230	5.877	4.711
R3	5.669	5.316	4.556
R2	5.108	5.108	4.505
R1	4.755	4.755	4.453	4.651
PP	4.547	4.547	4.547	4.495
S1	4.194	4.194	4.351	4.090
S2	3.986	3.986	4.299
S3	3.425	3.633	4.248
S4	2.864	3.072	4.093

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.619	4.303	0.316	7.3%	0.144	3.3%	1%	False	True	94,813
10	4.923	4.303	0.620	14.4%	0.200	4.6%	0%	False	True	101,016
20	5.249	4.303	0.946	22.0%	0.200	4.7%	0%	False	True	79,266
40	5.249	4.108	1.141	26.5%	0.195	4.5%	17%	False	False	56,044
60	5.249	4.070	1.179	27.4%	0.182	4.2%	20%	False	False	42,543
80	5.249	4.070	1.179	27.4%	0.178	4.1%	20%	False	False	34,621
100	5.249	4.070	1.179	27.4%	0.164	3.8%	20%	False	False	28,697
120	5.951	4.070	1.881	43.7%	0.160	3.7%	13%	False	False	24,429

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.051
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	4.755
2.618	4.614
1.618	4.528
1.000	4.475
0.618	4.442
HIGH	4.389
0.618	4.356
0.500	4.346
0.382	4.336
LOW	4.303
0.618	4.250
1.000	4.217
1.618	4.164
2.618	4.078
4.250	3.938

Fisher Pivots for day following 14-Jul-2010
Pivot	1 day	3 day
R1	4.346	4.395
PP	4.333	4.365
S1	4.319	4.336

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