NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 5.705 5.574 -0.131 -2.3% 5.694
High 5.713 5.574 -0.139 -2.4% 5.894
Low 5.556 5.376 -0.180 -3.2% 5.616
Close 5.606 5.413 -0.193 -3.4% 5.846
Range 0.157 0.198 0.041 26.1% 0.278
ATR 0.202 0.204 0.002 1.0% 0.000
Volume 2,456 2,820 364 14.8% 12,903
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.048 5.929 5.522
R3 5.850 5.731 5.467
R2 5.652 5.652 5.449
R1 5.533 5.533 5.431 5.494
PP 5.454 5.454 5.454 5.435
S1 5.335 5.335 5.395 5.296
S2 5.256 5.256 5.377
S3 5.058 5.137 5.359
S4 4.860 4.939 5.304
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.619 6.511 5.999
R3 6.341 6.233 5.922
R2 6.063 6.063 5.897
R1 5.955 5.955 5.871 6.009
PP 5.785 5.785 5.785 5.813
S1 5.677 5.677 5.821 5.731
S2 5.507 5.507 5.795
S3 5.229 5.399 5.770
S4 4.951 5.121 5.693
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.894 5.376 0.518 9.6% 0.160 3.0% 7% False True 2,358
10 5.900 5.376 0.524 9.7% 0.182 3.4% 7% False True 3,784
20 6.075 5.376 0.699 12.9% 0.182 3.4% 5% False True 3,336
40 6.075 4.848 1.227 22.7% 0.188 3.5% 46% False False 2,860
60 6.075 4.848 1.227 22.7% 0.180 3.3% 46% False False 2,417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.416
2.618 6.092
1.618 5.894
1.000 5.772
0.618 5.696
HIGH 5.574
0.618 5.498
0.500 5.475
0.382 5.452
LOW 5.376
0.618 5.254
1.000 5.178
1.618 5.056
2.618 4.858
4.250 4.535
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 5.475 5.628
PP 5.454 5.556
S1 5.434 5.485

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

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