NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 4.621 4.430 -0.191 -4.1% 4.686
High 4.641 4.472 -0.169 -3.6% 4.916
Low 4.383 4.359 -0.024 -0.5% 4.359
Close 4.420 4.418 -0.002 0.0% 4.418
Range 0.258 0.113 -0.145 -56.2% 0.557
ATR 0.212 0.205 -0.007 -3.3% 0.000
Volume 33,049 47,604 14,555 44.0% 135,649
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.755 4.700 4.480
R3 4.642 4.587 4.449
R2 4.529 4.529 4.439
R1 4.474 4.474 4.428 4.445
PP 4.416 4.416 4.416 4.402
S1 4.361 4.361 4.408 4.332
S2 4.303 4.303 4.397
S3 4.190 4.248 4.387
S4 4.077 4.135 4.356
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.235 5.884 4.724
R3 5.678 5.327 4.571
R2 5.121 5.121 4.520
R1 4.770 4.770 4.469 4.667
PP 4.564 4.564 4.564 4.513
S1 4.213 4.213 4.367 4.110
S2 4.007 4.007 4.316
S3 3.450 3.656 4.265
S4 2.893 3.099 4.112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.916 4.359 0.557 12.6% 0.212 4.8% 11% False True 34,883
10 4.961 4.359 0.602 13.6% 0.210 4.7% 10% False True 27,233
20 5.282 4.359 0.923 20.9% 0.203 4.6% 6% False True 27,520
40 5.282 4.168 1.114 25.2% 0.192 4.3% 22% False False 26,512
60 5.282 4.140 1.142 25.8% 0.178 4.0% 24% False False 21,382
80 5.282 4.140 1.142 25.8% 0.172 3.9% 24% False False 17,784
100 5.656 4.140 1.516 34.3% 0.161 3.6% 18% False False 15,068
120 5.987 4.140 1.847 41.8% 0.158 3.6% 15% False False 12,929
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.042
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 4.952
2.618 4.768
1.618 4.655
1.000 4.585
0.618 4.542
HIGH 4.472
0.618 4.429
0.500 4.416
0.382 4.402
LOW 4.359
0.618 4.289
1.000 4.246
1.618 4.176
2.618 4.063
4.250 3.879
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 4.417 4.578
PP 4.416 4.524
S1 4.416 4.471

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

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