NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 5.268 5.241 -0.027 -0.5% 5.370
High 5.360 5.268 -0.092 -1.7% 5.377
Low 5.228 5.210 -0.018 -0.3% 5.136
Close 5.268 5.241 -0.027 -0.5% 5.268
Range 0.132 0.058 -0.074 -56.1% 0.241
ATR 0.139 0.133 -0.006 -4.2% 0.000
Volume 23,894 14,560 -9,334 -39.1% 81,884
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.414 5.385 5.273
R3 5.356 5.327 5.257
R2 5.298 5.298 5.252
R1 5.269 5.269 5.246 5.270
PP 5.240 5.240 5.240 5.240
S1 5.211 5.211 5.236 5.212
S2 5.182 5.182 5.230
S3 5.124 5.153 5.225
S4 5.066 5.095 5.209
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.983 5.867 5.401
R3 5.742 5.626 5.334
R2 5.501 5.501 5.312
R1 5.385 5.385 5.290 5.323
PP 5.260 5.260 5.260 5.229
S1 5.144 5.144 5.246 5.082
S2 5.019 5.019 5.224
S3 4.778 4.903 5.202
S4 4.537 4.662 5.135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.360 5.136 0.224 4.3% 0.120 2.3% 47% False False 16,529
10 5.593 5.136 0.457 8.7% 0.123 2.3% 23% False False 15,454
20 5.904 5.136 0.768 14.7% 0.136 2.6% 14% False False 13,541
40 5.949 5.136 0.813 15.5% 0.135 2.6% 13% False False 12,665
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.023
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 5.515
2.618 5.420
1.618 5.362
1.000 5.326
0.618 5.304
HIGH 5.268
0.618 5.246
0.500 5.239
0.382 5.232
LOW 5.210
0.618 5.174
1.000 5.152
1.618 5.116
2.618 5.058
4.250 4.964
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 5.240 5.248
PP 5.240 5.246
S1 5.239 5.243

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

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