NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 21-Jul-2010

Day Change Summary
	Previous	Current
	20-Jul-2010	21-Jul-2010	Change	Change %	Previous Week
Open	4.563	4.640	0.077	1.7%	4.530
High	4.640	4.677	0.037	0.8%	4.717
Low	4.504	4.526	0.022	0.5%	4.358
Close	4.619	4.549	-0.070	-1.5%	4.575
Range	0.136	0.151	0.015	11.0%	0.359
ATR	0.177	0.175	-0.002	-1.0%	0.000
Volume	24,965	32,907	7,942	31.8%	178,272

Daily Pivots for day following 21-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.037	4.944	4.632
R3	4.886	4.793	4.591
R2	4.735	4.735	4.577
R1	4.642	4.642	4.563	4.613
PP	4.584	4.584	4.584	4.570
S1	4.491	4.491	4.535	4.462
S2	4.433	4.433	4.521
S3	4.282	4.340	4.507
S4	4.131	4.189	4.466

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.627	5.460	4.772
R3	5.268	5.101	4.674
R2	4.909	4.909	4.641
R1	4.742	4.742	4.608	4.826
PP	4.550	4.550	4.550	4.592
S1	4.383	4.383	4.542	4.467
S2	4.191	4.191	4.509
S3	3.832	4.024	4.476
S4	3.473	3.665	4.378

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.717	4.358	0.359	7.9%	0.176	3.9%	53%	False	False	32,729
10	4.717	4.358	0.359	7.9%	0.155	3.4%	53%	False	False	34,631
20	5.028	4.358	0.670	14.7%	0.170	3.7%	29%	False	False	29,936
40	5.345	4.270	1.075	23.6%	0.182	4.0%	26%	False	False	28,492
60	5.345	4.115	1.230	27.0%	0.174	3.8%	35%	False	False	25,121
80	5.345	4.115	1.230	27.0%	0.173	3.8%	35%	False	False	22,261
100	5.345	4.115	1.230	27.0%	0.162	3.6%	35%	False	False	20,011
120	6.000	4.115	1.885	41.4%	0.157	3.5%	23%	False	False	18,153

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	0.034
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.319
2.618	5.072
1.618	4.921
1.000	4.828
0.618	4.770
HIGH	4.677
0.618	4.619
0.500	4.602
0.382	4.584
LOW	4.526
0.618	4.433
1.000	4.375
1.618	4.282
2.618	4.131
4.250	3.884

Fisher Pivots for day following 21-Jul-2010
Pivot	1 day	3 day
R1	4.602	4.591
PP	4.584	4.577
S1	4.567	4.563

Download as Excel Spreadsheet

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

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