NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 16-Jul-2010

Day Change Summary
	Previous	Current
	15-Jul-2010	16-Jul-2010	Change	Change %	Previous Week
Open	4.689	4.830	0.141	3.0%	4.825
High	4.915	4.940	0.025	0.5%	4.940
Low	4.641	4.782	0.141	3.0%	4.641
Close	4.893	4.830	-0.063	-1.3%	4.830
Range	0.274	0.158	-0.116	-42.3%	0.299
ATR	0.161	0.160	0.000	-0.1%	0.000
Volume	12,534	20,579	8,045	64.2%	89,891

Daily Pivots for day following 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.325	5.235	4.917
R3	5.167	5.077	4.873
R2	5.009	5.009	4.859
R1	4.919	4.919	4.844	4.909
PP	4.851	4.851	4.851	4.846
S1	4.761	4.761	4.816	4.751
S2	4.693	4.693	4.801
S3	4.535	4.603	4.787
S4	4.377	4.445	4.743

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.701	5.564	4.994
R3	5.402	5.265	4.912
R2	5.103	5.103	4.885
R1	4.966	4.966	4.857	5.035
PP	4.804	4.804	4.804	4.838
S1	4.667	4.667	4.803	4.736
S2	4.505	4.505	4.775
S3	4.206	4.368	4.748
S4	3.907	4.069	4.666

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.940	4.641	0.299	6.2%	0.145	3.0%	63%	True	False	17,978
10	5.208	4.641	0.567	11.7%	0.158	3.3%	33%	False	False	18,120
20	5.510	4.641	0.869	18.0%	0.161	3.3%	22%	False	False	12,841
40	5.534	4.641	0.893	18.5%	0.154	3.2%	21%	False	False	10,354
60	5.534	4.641	0.893	18.5%	0.146	3.0%	21%	False	False	8,429
80	5.534	4.641	0.893	18.5%	0.145	3.0%	21%	False	False	6,978
100	5.631	4.641	0.990	20.5%	0.135	2.8%	19%	False	False	5,954
120	6.280	4.641	1.639	33.9%	0.133	2.7%	12%	False	False	5,169

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.046
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.612
2.618	5.354
1.618	5.196
1.000	5.098
0.618	5.038
HIGH	4.940
0.618	4.880
0.500	4.861
0.382	4.842
LOW	4.782
0.618	4.684
1.000	4.624
1.618	4.526
2.618	4.368
4.250	4.111

Fisher Pivots for day following 16-Jul-2010
Pivot	1 day	3 day
R1	4.861	4.817
PP	4.851	4.804
S1	4.840	4.791

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols