NYMEX Natural Gas Future January 2011


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 5.267 5.185 -0.082 -1.6% 5.470
High 5.267 5.345 0.078 1.5% 5.593
Low 5.185 5.136 -0.049 -0.9% 5.260
Close 5.193 5.322 0.129 2.5% 5.352
Range 0.082 0.209 0.127 154.9% 0.333
ATR 0.134 0.139 0.005 4.0% 0.000
Volume 19,585 14,108 -5,477 -28.0% 58,100
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.895 5.817 5.437
R3 5.686 5.608 5.379
R2 5.477 5.477 5.360
R1 5.399 5.399 5.341 5.438
PP 5.268 5.268 5.268 5.287
S1 5.190 5.190 5.303 5.229
S2 5.059 5.059 5.284
S3 4.850 4.981 5.265
S4 4.641 4.772 5.207
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 5.377 5.136 0.241 4.5% 0.115 2.2% 77% False True 15,728
10 5.611 5.136 0.475 8.9% 0.146 2.7% 39% False True 15,057
20 5.949 5.136 0.813 15.3% 0.141 2.6% 23% False True 13,108
40 5.949 5.136 0.813 15.3% 0.138 2.6% 23% False True 12,309
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 0.025
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.233
2.618 5.892
1.618 5.683
1.000 5.554
0.618 5.474
HIGH 5.345
0.618 5.265
0.500 5.241
0.382 5.216
LOW 5.136
0.618 5.007
1.000 4.927
1.618 4.798
2.618 4.589
4.250 4.248
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 5.295 5.295
PP 5.268 5.269
S1 5.241 5.242

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

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