NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 4.430 4.430 0.000 0.0% 4.686
High 4.472 4.473 0.001 0.0% 4.916
Low 4.359 4.367 0.008 0.2% 4.359
Close 4.418 4.401 -0.017 -0.4% 4.418
Range 0.113 0.106 -0.007 -6.2% 0.557
ATR 0.205 0.198 -0.007 -3.4% 0.000
Volume 47,604 36,269 -11,335 -23.8% 135,649
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.732 4.672 4.459
R3 4.626 4.566 4.430
R2 4.520 4.520 4.420
R1 4.460 4.460 4.411 4.437
PP 4.414 4.414 4.414 4.402
S1 4.354 4.354 4.391 4.331
S2 4.308 4.308 4.382
S3 4.202 4.248 4.372
S4 4.096 4.142 4.343
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 12.7% 0.184 4.2% 8% False False 34,383
10 4.945 4.359 0.586 13.3% 0.207 4.7% 7% False False 29,535
20 5.282 4.359 0.923 21.0% 0.202 4.6% 5% False False 26,900
40 5.282 4.168 1.114 25.3% 0.189 4.3% 21% False False 26,878
60 5.282 4.140 1.142 25.9% 0.176 4.0% 23% False False 21,811
80 5.282 4.140 1.142 25.9% 0.173 3.9% 23% False False 18,197
100 5.613 4.140 1.473 33.5% 0.161 3.7% 18% False False 15,400
120 5.987 4.140 1.847 42.0% 0.157 3.6% 14% False False 13,219
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 4.924
2.618 4.751
1.618 4.645
1.000 4.579
0.618 4.539
HIGH 4.473
0.618 4.433
0.500 4.420
0.382 4.407
LOW 4.367
0.618 4.301
1.000 4.261
1.618 4.195
2.618 4.089
4.250 3.917
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 4.420 4.500
PP 4.414 4.467
S1 4.407 4.434

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

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