NYMEX Natural Gas Future August 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	4.614	4.531	-0.083	-1.8%	4.421
High	4.659	4.555	-0.104	-2.2%	4.659
Low	4.472	4.454	-0.018	-0.4%	4.288
Close	4.519	4.510	-0.009	-0.2%	4.519
Range	0.187	0.101	-0.086	-46.0%	0.371
ATR	0.201	0.194	-0.007	-3.6%	0.000
Volume	187,328	113,667	-73,661	-39.3%	529,425

Daily Pivots for day following 19-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.809	4.761	4.566
R3	4.708	4.660	4.538
R2	4.607	4.607	4.529
R1	4.559	4.559	4.519	4.533
PP	4.506	4.506	4.506	4.493
S1	4.458	4.458	4.501	4.432
S2	4.405	4.405	4.491
S3	4.304	4.357	4.482
S4	4.203	4.256	4.454

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.602	5.431	4.723
R3	5.231	5.060	4.621
R2	4.860	4.860	4.587
R1	4.689	4.689	4.553	4.775
PP	4.489	4.489	4.489	4.531
S1	4.318	4.318	4.485	4.404
S2	4.118	4.118	4.451
S3	3.747	3.947	4.417
S4	3.376	3.576	4.315

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.659	4.288	0.371	8.2%	0.172	3.8%	60%	False	False	114,097
10	4.900	4.288	0.612	13.6%	0.182	4.0%	36%	False	False	107,296
20	5.224	4.288	0.936	20.8%	0.200	4.4%	24%	False	False	89,042
40	5.249	4.108	1.141	25.3%	0.197	4.4%	35%	False	False	64,188
60	5.249	4.070	1.179	26.1%	0.186	4.1%	37%	False	False	48,633
80	5.249	4.070	1.179	26.1%	0.183	4.0%	37%	False	False	39,371
100	5.249	4.070	1.179	26.1%	0.167	3.7%	37%	False	False	32,521
120	5.864	4.070	1.794	39.8%	0.162	3.6%	25%	False	False	27,643

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	0.039
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.984
2.618	4.819
1.618	4.718
1.000	4.656
0.618	4.617
HIGH	4.555
0.618	4.516
0.500	4.505
0.382	4.493
LOW	4.454
0.618	4.392
1.000	4.353
1.618	4.291
2.618	4.190
4.250	4.025

Fisher Pivots for day following 19-Jul-2010
Pivot	1 day	3 day
R1	4.508	4.498
PP	4.506	4.486
S1	4.505	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