NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 4.844 4.825 -0.019 -0.4% 5.080
High 4.880 4.858 -0.022 -0.5% 5.208
Low 4.780 4.789 0.009 0.2% 4.780
Close 4.844 4.818 -0.026 -0.5% 4.844
Range 0.100 0.069 -0.031 -31.0% 0.428
ATR 0.166 0.159 -0.007 -4.2% 0.000
Volume 20,630 19,416 -1,214 -5.9% 74,374
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.029 4.992 4.856
R3 4.960 4.923 4.837
R2 4.891 4.891 4.831
R1 4.854 4.854 4.824 4.838
PP 4.822 4.822 4.822 4.814
S1 4.785 4.785 4.812 4.769
S2 4.753 4.753 4.805
S3 4.684 4.716 4.799
S4 4.615 4.647 4.780
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 8.9% 0.143 3.0% 9% False False 18,758
10 5.245 4.780 0.465 9.7% 0.163 3.4% 8% False False 14,676
20 5.534 4.780 0.754 15.6% 0.156 3.2% 5% False False 11,354
40 5.534 4.647 0.887 18.4% 0.152 3.2% 19% False False 9,273
60 5.534 4.647 0.887 18.4% 0.142 2.9% 19% False False 7,404
80 5.534 4.647 0.887 18.4% 0.142 2.9% 19% False False 6,226
100 5.989 4.647 1.342 27.9% 0.133 2.8% 13% False False 5,306
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 5.151
2.618 5.039
1.618 4.970
1.000 4.927
0.618 4.901
HIGH 4.858
0.618 4.832
0.500 4.824
0.382 4.815
LOW 4.789
0.618 4.746
1.000 4.720
1.618 4.677
2.618 4.608
4.250 4.496
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 4.824 4.896
PP 4.822 4.870
S1 4.820 4.844

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

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