NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 4.971 4.844 -0.127 -2.6% 5.080
High 5.011 4.880 -0.131 -2.6% 5.208
Low 4.800 4.780 -0.020 -0.4% 4.780
Close 4.844 4.844 0.000 0.0% 4.844
Range 0.211 0.100 -0.111 -52.6% 0.428
ATR 0.171 0.166 -0.005 -3.0% 0.000
Volume 20,971 20,630 -341 -1.6% 74,374
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.135 5.089 4.899
R3 5.035 4.989 4.872
R2 4.935 4.935 4.862
R1 4.889 4.889 4.853 4.894
PP 4.835 4.835 4.835 4.837
S1 4.789 4.789 4.835 4.794
S2 4.735 4.735 4.826
S3 4.635 4.689 4.817
S4 4.535 4.589 4.789
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.228 5.964 5.079
R3 5.800 5.536 4.962
R2 5.372 5.372 4.922
R1 5.108 5.108 4.883 5.026
PP 4.944 4.944 4.944 4.903
S1 4.680 4.680 4.805 4.598
S2 4.516 4.516 4.766
S3 4.088 4.252 4.726
S4 3.660 3.824 4.609
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.208 4.780 0.428 8.8% 0.170 3.5% 15% False True 18,262
10 5.283 4.780 0.503 10.4% 0.168 3.5% 13% False True 13,341
20 5.534 4.780 0.754 15.6% 0.156 3.2% 8% False True 10,888
40 5.534 4.647 0.887 18.3% 0.154 3.2% 22% False False 8,988
60 5.534 4.647 0.887 18.3% 0.144 3.0% 22% False False 7,140
80 5.534 4.647 0.887 18.3% 0.142 2.9% 22% False False 5,994
100 6.038 4.647 1.391 28.7% 0.133 2.7% 14% False False 5,120
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.037
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5.305
2.618 5.142
1.618 5.042
1.000 4.980
0.618 4.942
HIGH 4.880
0.618 4.842
0.500 4.830
0.382 4.818
LOW 4.780
0.618 4.718
1.000 4.680
1.618 4.618
2.618 4.518
4.250 4.355
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 4.839 4.951
PP 4.835 4.915
S1 4.830 4.880

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

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