NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 5.065 4.971 -0.094 -1.9% 5.210
High 5.121 5.011 -0.110 -2.1% 5.245
Low 4.965 4.800 -0.165 -3.3% 4.864
Close 4.975 4.844 -0.131 -2.6% 5.040
Range 0.156 0.211 0.055 35.3% 0.381
ATR 0.168 0.171 0.003 1.9% 0.000
Volume 18,524 20,971 2,447 13.2% 52,976
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.518 5.392 4.960
R3 5.307 5.181 4.902
R2 5.096 5.096 4.883
R1 4.970 4.970 4.863 4.928
PP 4.885 4.885 4.885 4.864
S1 4.759 4.759 4.825 4.717
S2 4.674 4.674 4.805
S3 4.463 4.548 4.786
S4 4.252 4.337 4.728
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.193 5.997 5.250
R3 5.812 5.616 5.145
R2 5.431 5.431 5.110
R1 5.235 5.235 5.075 5.143
PP 5.050 5.050 5.050 5.003
S1 4.854 4.854 5.005 4.762
S2 4.669 4.669 4.970
S3 4.288 4.473 4.935
S4 3.907 4.092 4.830
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.208 4.800 0.408 8.4% 0.212 4.4% 11% False True 16,993
10 5.283 4.800 0.483 10.0% 0.169 3.5% 9% False True 12,187
20 5.534 4.800 0.734 15.2% 0.159 3.3% 6% False True 10,371
40 5.534 4.647 0.887 18.3% 0.154 3.2% 22% False False 8,652
60 5.534 4.647 0.887 18.3% 0.144 3.0% 22% False False 6,834
80 5.534 4.647 0.887 18.3% 0.142 2.9% 22% False False 5,753
100 6.170 4.647 1.523 31.4% 0.134 2.8% 13% False False 4,928
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.036
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.908
2.618 5.563
1.618 5.352
1.000 5.222
0.618 5.141
HIGH 5.011
0.618 4.930
0.500 4.906
0.382 4.881
LOW 4.800
0.618 4.670
1.000 4.589
1.618 4.459
2.618 4.248
4.250 3.903
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 4.906 5.004
PP 4.885 4.951
S1 4.865 4.897

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

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