NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 4.890 4.902 0.012 0.2% 4.849
High 4.920 5.049 0.129 2.6% 4.921
Low 4.843 4.873 0.030 0.6% 4.746
Close 4.895 4.917 0.022 0.4% 4.840
Range 0.077 0.176 0.099 128.6% 0.175
ATR 0.136 0.139 0.003 2.1% 0.000
Volume 12,815 15,329 2,514 19.6% 71,495
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.474 5.372 5.014
R3 5.298 5.196 4.965
R2 5.122 5.122 4.949
R1 5.020 5.020 4.933 5.071
PP 4.946 4.946 4.946 4.972
S1 4.844 4.844 4.901 4.895
S2 4.770 4.770 4.885
S3 4.594 4.668 4.869
S4 4.418 4.492 4.820
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.361 5.275 4.936
R3 5.186 5.100 4.888
R2 5.011 5.011 4.872
R1 4.925 4.925 4.856 4.881
PP 4.836 4.836 4.836 4.813
S1 4.750 4.750 4.824 4.706
S2 4.661 4.661 4.808
S3 4.486 4.575 4.792
S4 4.311 4.400 4.744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.049 4.780 0.269 5.5% 0.109 2.2% 51% True False 14,318
10 5.049 4.641 0.408 8.3% 0.131 2.7% 68% True False 14,247
20 5.208 4.641 0.567 11.5% 0.144 2.9% 49% False False 15,799
40 5.534 4.641 0.893 18.2% 0.151 3.1% 31% False False 12,116
60 5.534 4.641 0.893 18.2% 0.140 2.9% 31% False False 9,853
80 5.534 4.641 0.893 18.2% 0.141 2.9% 31% False False 8,049
100 5.534 4.641 0.893 18.2% 0.135 2.7% 31% False False 6,907
120 6.280 4.641 1.639 33.3% 0.132 2.7% 17% False False 5,994
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.797
2.618 5.510
1.618 5.334
1.000 5.225
0.618 5.158
HIGH 5.049
0.618 4.982
0.500 4.961
0.382 4.940
LOW 4.873
0.618 4.764
1.000 4.697
1.618 4.588
2.618 4.412
4.250 4.125
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 4.961 4.916
PP 4.946 4.915
S1 4.932 4.915

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

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