NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 5.639 5.717 0.078 1.4% 5.616
High 5.729 5.776 0.047 0.8% 5.900
Low 5.616 5.621 0.005 0.1% 5.547
Close 5.639 5.717 0.078 1.4% 5.835
Range 0.113 0.155 0.042 37.2% 0.353
ATR 0.210 0.206 -0.004 -1.9% 0.000
Volume 4,642 1,532 -3,110 -67.0% 25,490
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.170 6.098 5.802
R3 6.015 5.943 5.760
R2 5.860 5.860 5.745
R1 5.788 5.788 5.731 5.795
PP 5.705 5.705 5.705 5.708
S1 5.633 5.633 5.703 5.640
S2 5.550 5.550 5.689
S3 5.395 5.478 5.674
S4 5.240 5.323 5.632
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.820 6.680 6.029
R3 6.467 6.327 5.932
R2 6.114 6.114 5.900
R1 5.974 5.974 5.867 6.044
PP 5.761 5.761 5.761 5.796
S1 5.621 5.621 5.803 5.691
S2 5.408 5.408 5.770
S3 5.055 5.268 5.738
S4 4.702 4.915 5.641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.900 5.616 0.284 5.0% 0.177 3.1% 36% False False 4,691
10 6.050 5.547 0.503 8.8% 0.186 3.3% 34% False False 4,346
20 6.075 5.547 0.528 9.2% 0.183 3.2% 32% False False 3,282
40 6.075 4.848 1.227 21.5% 0.194 3.4% 71% False False 2,773
60 6.075 4.848 1.227 21.5% 0.177 3.1% 71% False False 2,345
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.435
2.618 6.182
1.618 6.027
1.000 5.931
0.618 5.872
HIGH 5.776
0.618 5.717
0.500 5.699
0.382 5.680
LOW 5.621
0.618 5.525
1.000 5.466
1.618 5.370
2.618 5.215
4.250 4.962
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 5.711 5.715
PP 5.705 5.713
S1 5.699 5.711

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

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