NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 4.684 4.689 0.005 0.1% 5.080
High 4.746 4.915 0.169 3.6% 5.208
Low 4.675 4.641 -0.034 -0.7% 4.780
Close 4.684 4.893 0.209 4.5% 4.844
Range 0.071 0.274 0.203 285.9% 0.428
ATR 0.152 0.161 0.009 5.7% 0.000
Volume 25,561 12,534 -13,027 -51.0% 74,374
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.638 5.540 5.044
R3 5.364 5.266 4.968
R2 5.090 5.090 4.943
R1 4.992 4.992 4.918 5.041
PP 4.816 4.816 4.816 4.841
S1 4.718 4.718 4.868 4.767
S2 4.542 4.542 4.843
S3 4.268 4.444 4.818
S4 3.994 4.170 4.742
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 4.915 4.641 0.274 5.6% 0.133 2.7% 92% True True 17,988
10 5.208 4.641 0.567 11.6% 0.172 3.5% 44% False True 17,490
20 5.510 4.641 0.869 17.8% 0.161 3.3% 29% False True 12,203
40 5.534 4.641 0.893 18.3% 0.155 3.2% 28% False True 10,021
60 5.534 4.641 0.893 18.3% 0.145 3.0% 28% False True 8,128
80 5.534 4.641 0.893 18.3% 0.144 2.9% 28% False True 6,758
100 5.631 4.641 0.990 20.2% 0.134 2.7% 25% False True 5,759
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.044
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.080
2.618 5.632
1.618 5.358
1.000 5.189
0.618 5.084
HIGH 4.915
0.618 4.810
0.500 4.778
0.382 4.746
LOW 4.641
0.618 4.472
1.000 4.367
1.618 4.198
2.618 3.924
4.250 3.477
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 4.855 4.855
PP 4.816 4.816
S1 4.778 4.778

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

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