NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 5.246 5.267 0.021 0.4% 5.470
High 5.348 5.267 -0.081 -1.5% 5.593
Low 5.227 5.185 -0.042 -0.8% 5.260
Close 5.246 5.193 -0.053 -1.0% 5.352
Range 0.121 0.082 -0.039 -32.2% 0.333
ATR 0.138 0.134 -0.004 -2.9% 0.000
Volume 10,498 19,585 9,087 86.6% 58,100
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.461 5.409 5.238
R3 5.379 5.327 5.216
R2 5.297 5.297 5.208
R1 5.245 5.245 5.201 5.230
PP 5.215 5.215 5.215 5.208
S1 5.163 5.163 5.185 5.148
S2 5.133 5.133 5.178
S3 5.051 5.081 5.170
S4 4.969 4.999 5.148
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.401 6.209 5.535
R3 6.068 5.876 5.444
R2 5.735 5.735 5.413
R1 5.543 5.543 5.383 5.473
PP 5.402 5.402 5.402 5.366
S1 5.210 5.210 5.321 5.140
S2 5.069 5.069 5.291
S3 4.736 4.877 5.260
S4 4.403 4.544 5.169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.455 5.185 0.270 5.2% 0.112 2.2% 3% False True 16,335
10 5.611 5.185 0.426 8.2% 0.133 2.6% 2% False True 14,896
20 5.949 5.185 0.764 14.7% 0.138 2.7% 1% False True 13,164
40 5.949 5.185 0.764 14.7% 0.137 2.6% 1% False True 12,259
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.616
2.618 5.482
1.618 5.400
1.000 5.349
0.618 5.318
HIGH 5.267
0.618 5.236
0.500 5.226
0.382 5.216
LOW 5.185
0.618 5.134
1.000 5.103
1.618 5.052
2.618 4.970
4.250 4.837
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 5.226 5.281
PP 5.215 5.252
S1 5.204 5.222

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

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