NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 4.430 4.401 -0.029 -0.7% 4.686
High 4.473 4.497 0.024 0.5% 4.916
Low 4.367 4.342 -0.025 -0.6% 4.359
Close 4.401 4.364 -0.037 -0.8% 4.418
Range 0.106 0.155 0.049 46.2% 0.557
ATR 0.198 0.195 -0.003 -1.5% 0.000
Volume 36,269 30,235 -6,034 -16.6% 135,649
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.866 4.770 4.449
R3 4.711 4.615 4.407
R2 4.556 4.556 4.392
R1 4.460 4.460 4.378 4.431
PP 4.401 4.401 4.401 4.386
S1 4.305 4.305 4.350 4.276
S2 4.246 4.246 4.336
S3 4.091 4.150 4.321
S4 3.936 3.995 4.279
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 4.796 4.342 0.454 10.4% 0.169 3.9% 5% False True 36,410
10 4.945 4.342 0.603 13.8% 0.207 4.7% 4% False True 31,092
20 5.282 4.342 0.940 21.5% 0.200 4.6% 2% False True 26,182
40 5.282 4.168 1.114 25.5% 0.190 4.4% 18% False False 27,040
60 5.282 4.140 1.142 26.2% 0.177 4.1% 20% False False 22,166
80 5.282 4.140 1.142 26.2% 0.173 4.0% 20% False False 18,540
100 5.419 4.140 1.279 29.3% 0.160 3.7% 18% False False 15,677
120 5.987 4.140 1.847 42.3% 0.158 3.6% 12% False False 13,458
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.156
2.618 4.903
1.618 4.748
1.000 4.652
0.618 4.593
HIGH 4.497
0.618 4.438
0.500 4.420
0.382 4.401
LOW 4.342
0.618 4.246
1.000 4.187
1.618 4.091
2.618 3.936
4.250 3.683
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 4.420 4.420
PP 4.401 4.401
S1 4.383 4.383

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

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