NYMEX Natural Gas Future December 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	5.006	5.037	0.031	0.6%	5.325
High	5.074	5.165	0.091	1.8%	5.447
Low	4.999	4.946	-0.053	-1.1%	5.094
Close	5.006	5.141	0.135	2.7%	5.181
Range	0.075	0.219	0.144	192.0%	0.353
ATR	0.139	0.145	0.006	4.1%	0.000
Volume	13,785	7,962	-5,823	-42.2%	39,734

Daily Pivots for day following 15-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.741	5.660	5.261
R3	5.522	5.441	5.201
R2	5.303	5.303	5.181
R1	5.222	5.222	5.161	5.263
PP	5.084	5.084	5.084	5.104
S1	5.003	5.003	5.121	5.044
S2	4.865	4.865	5.101
S3	4.646	4.784	5.081
S4	4.427	4.565	5.021

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.300	6.093	5.375
R3	5.947	5.740	5.278
R2	5.594	5.594	5.246
R1	5.387	5.387	5.213	5.314
PP	5.241	5.241	5.241	5.204
S1	5.034	5.034	5.149	4.961
S2	4.888	4.888	5.116
S3	4.535	4.681	5.084
S4	4.182	4.328	4.987

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.210	4.946	0.264	5.1%	0.116	2.3%	74%	False	True	10,116
10	5.447	4.946	0.501	9.7%	0.153	3.0%	39%	False	True	10,006
20	5.747	4.946	0.801	15.6%	0.148	2.9%	24%	False	True	8,012
40	5.762	4.946	0.816	15.9%	0.143	2.8%	24%	False	True	7,460
60	5.762	4.946	0.816	15.9%	0.138	2.7%	24%	False	True	6,539
80	5.762	4.946	0.816	15.9%	0.139	2.7%	24%	False	True	5,808
100	5.953	4.946	1.007	19.6%	0.131	2.6%	19%	False	True	5,116

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	0.031
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	6.096
2.618	5.738
1.618	5.519
1.000	5.384
0.618	5.300
HIGH	5.165
0.618	5.081
0.500	5.056
0.382	5.030
LOW	4.946
0.618	4.811
1.000	4.727
1.618	4.592
2.618	4.373
4.250	4.015

Fisher Pivots for day following 15-Jul-2010
Pivot	1 day	3 day
R1	5.113	5.115
PP	5.084	5.089
S1	5.056	5.063

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