NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 5.055 5.198 0.143 2.8% 5.194
High 5.227 5.236 0.009 0.2% 5.248
Low 5.034 5.113 0.079 1.6% 5.034
Close 5.202 5.150 -0.052 -1.0% 5.150
Range 0.193 0.123 -0.070 -36.3% 0.214
ATR 0.124 0.124 0.000 0.0% 0.000
Volume 2,934 6,787 3,853 131.3% 22,426
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.535 5.466 5.218
R3 5.412 5.343 5.184
R2 5.289 5.289 5.173
R1 5.220 5.220 5.161 5.193
PP 5.166 5.166 5.166 5.153
S1 5.097 5.097 5.139 5.070
S2 5.043 5.043 5.127
S3 4.920 4.974 5.116
S4 4.797 4.851 5.082
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.786 5.682 5.268
R3 5.572 5.468 5.209
R2 5.358 5.358 5.189
R1 5.254 5.254 5.170 5.199
PP 5.144 5.144 5.144 5.117
S1 5.040 5.040 5.130 4.985
S2 4.930 4.930 5.111
S3 4.716 4.826 5.091
S4 4.502 4.612 5.032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.248 5.034 0.214 4.2% 0.109 2.1% 54% False False 4,485
10 5.458 5.034 0.424 8.2% 0.118 2.3% 27% False False 4,588
20 5.709 5.034 0.675 13.1% 0.120 2.3% 17% False False 5,234
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 5.759
2.618 5.558
1.618 5.435
1.000 5.359
0.618 5.312
HIGH 5.236
0.618 5.189
0.500 5.175
0.382 5.160
LOW 5.113
0.618 5.037
1.000 4.990
1.618 4.914
2.618 4.791
4.250 4.590
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 5.175 5.145
PP 5.166 5.140
S1 5.158 5.135

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

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