NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 20-Jul-2010

Day Change Summary
	Previous	Current
	19-Jul-2010	20-Jul-2010	Change	Change %	Previous Week
Open	5.241	5.238	-0.003	-0.1%	5.370
High	5.268	5.298	0.030	0.6%	5.377
Low	5.210	5.180	-0.030	-0.6%	5.136
Close	5.241	5.279	0.038	0.7%	5.268
Range	0.058	0.118	0.060	103.4%	0.241
ATR	0.133	0.132	-0.001	-0.8%	0.000
Volume	14,560	6,765	-7,795	-53.5%	81,884

Daily Pivots for day following 20-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.606	5.561	5.344
R3	5.488	5.443	5.311
R2	5.370	5.370	5.301
R1	5.325	5.325	5.290	5.348
PP	5.252	5.252	5.252	5.264
S1	5.207	5.207	5.268	5.230
S2	5.134	5.134	5.257
S3	5.016	5.089	5.247
S4	4.898	4.971	5.214

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	4.2%	0.120	2.3%	64%	False	False	15,782
10	5.519	5.136	0.383	7.3%	0.119	2.2%	37%	False	False	15,076
20	5.750	5.136	0.614	11.6%	0.129	2.4%	23%	False	False	13,277
40	5.949	5.136	0.813	15.4%	0.136	2.6%	18%	False	False	12,596

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.800
2.618	5.607
1.618	5.489
1.000	5.416
0.618	5.371
HIGH	5.298
0.618	5.253
0.500	5.239
0.382	5.225
LOW	5.180
0.618	5.107
1.000	5.062
1.618	4.989
2.618	4.871
4.250	4.679

Fisher Pivots for day following 20-Jul-2010
Pivot	1 day	3 day
R1	5.266	5.276
PP	5.252	5.273
S1	5.239	5.270

Download as Excel Spreadsheet

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

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