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

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

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