NYMEX Natural Gas Future March 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 5.134 5.135 0.001 0.0% 5.400
High 5.238 5.158 -0.080 -1.5% 5.458
Low 5.139 5.080 -0.059 -1.1% 5.153
Close 5.134 5.084 -0.050 -1.0% 5.238
Range 0.099 0.078 -0.021 -21.2% 0.305
ATR 0.121 0.118 -0.003 -2.5% 0.000
Volume 4,847 4,566 -281 -5.8% 16,212
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.341 5.291 5.127
R3 5.263 5.213 5.105
R2 5.185 5.185 5.098
R1 5.135 5.135 5.091 5.121
PP 5.107 5.107 5.107 5.101
S1 5.057 5.057 5.077 5.043
S2 5.029 5.029 5.070
S3 4.951 4.979 5.063
S4 4.873 4.901 5.041
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.198 6.023 5.406
R3 5.893 5.718 5.322
R2 5.588 5.588 5.294
R1 5.413 5.413 5.266 5.348
PP 5.283 5.283 5.283 5.251
S1 5.108 5.108 5.210 5.043
S2 4.978 4.978 5.182
S3 4.673 4.803 5.154
S4 4.368 4.498 5.070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.317 5.080 0.237 4.7% 0.093 1.8% 2% False True 4,354
10 5.458 5.080 0.378 7.4% 0.115 2.3% 1% False True 5,109
20 5.749 5.080 0.669 13.2% 0.116 2.3% 1% False True 5,842
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.490
2.618 5.362
1.618 5.284
1.000 5.236
0.618 5.206
HIGH 5.158
0.618 5.128
0.500 5.119
0.382 5.110
LOW 5.080
0.618 5.032
1.000 5.002
1.618 4.954
2.618 4.876
4.250 4.749
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 5.119 5.164
PP 5.107 5.137
S1 5.096 5.111

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

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