NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 4.600 4.575 -0.025 -0.5% 4.586
High 4.686 4.639 -0.047 -1.0% 4.750
Low 4.569 4.536 -0.033 -0.7% 4.504
Close 4.600 4.620 0.020 0.4% 4.600
Range 0.117 0.103 -0.014 -12.0% 0.246
ATR 0.172 0.167 -0.005 -2.9% 0.000
Volume 32,824 18,193 -14,631 -44.6% 154,362
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.907 4.867 4.677
R3 4.804 4.764 4.648
R2 4.701 4.701 4.639
R1 4.661 4.661 4.629 4.681
PP 4.598 4.598 4.598 4.609
S1 4.558 4.558 4.611 4.578
S2 4.495 4.495 4.601
S3 4.392 4.455 4.592
S4 4.289 4.352 4.563
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.356 5.224 4.735
R3 5.110 4.978 4.668
R2 4.864 4.864 4.645
R1 4.732 4.732 4.623 4.798
PP 4.618 4.618 4.618 4.651
S1 4.486 4.486 4.577 4.552
S2 4.372 4.372 4.555
S3 4.126 4.240 4.532
S4 3.880 3.994 4.465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.750 4.504 0.246 5.3% 0.140 3.0% 47% False False 28,835
10 4.750 4.358 0.392 8.5% 0.153 3.3% 67% False False 31,919
20 5.004 4.358 0.646 14.0% 0.172 3.7% 41% False False 31,174
40 5.345 4.358 0.987 21.4% 0.181 3.9% 27% False False 29,538
60 5.345 4.115 1.230 26.6% 0.171 3.7% 41% False False 26,006
80 5.345 4.115 1.230 26.6% 0.173 3.7% 41% False False 22,882
100 5.345 4.115 1.230 26.6% 0.162 3.5% 41% False False 20,607
120 6.000 4.115 1.885 40.8% 0.157 3.4% 27% False False 18,682
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.077
2.618 4.909
1.618 4.806
1.000 4.742
0.618 4.703
HIGH 4.639
0.618 4.600
0.500 4.588
0.382 4.575
LOW 4.536
0.618 4.472
1.000 4.433
1.618 4.369
2.618 4.266
4.250 4.098
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 4.609 4.643
PP 4.598 4.635
S1 4.588 4.628

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

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