NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 4.522 4.508 -0.014 -0.3% 4.430
High 4.551 4.596 0.045 1.0% 4.658
Low 4.452 4.456 0.004 0.1% 4.290
Close 4.509 4.576 0.067 1.5% 4.518
Range 0.099 0.140 0.041 41.4% 0.368
ATR 0.189 0.186 -0.004 -1.9% 0.000
Volume 64,161 50,433 -13,728 -21.4% 276,077
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.963 4.909 4.653
R3 4.823 4.769 4.615
R2 4.683 4.683 4.602
R1 4.629 4.629 4.589 4.656
PP 4.543 4.543 4.543 4.556
S1 4.489 4.489 4.563 4.516
S2 4.403 4.403 4.550
S3 4.263 4.349 4.538
S4 4.123 4.209 4.499
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.593 5.423 4.720
R3 5.225 5.055 4.619
R2 4.857 4.857 4.585
R1 4.687 4.687 4.552 4.772
PP 4.489 4.489 4.489 4.531
S1 4.319 4.319 4.484 4.404
S2 4.121 4.121 4.451
S3 3.753 3.951 4.417
S4 3.385 3.583 4.316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.658 4.290 0.368 8.0% 0.167 3.7% 78% False False 64,833
10 4.796 4.290 0.506 11.1% 0.168 3.7% 57% False False 50,622
20 5.010 4.290 0.720 15.7% 0.186 4.1% 40% False False 36,509
40 5.282 4.168 1.114 24.3% 0.191 4.2% 37% False False 32,913
60 5.282 4.140 1.142 25.0% 0.178 3.9% 38% False False 26,977
80 5.282 4.140 1.142 25.0% 0.177 3.9% 38% False False 22,275
100 5.282 4.140 1.142 25.0% 0.163 3.6% 38% False False 18,759
120 5.884 4.140 1.744 38.1% 0.160 3.5% 25% False False 16,079
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.191
2.618 4.963
1.618 4.823
1.000 4.736
0.618 4.683
HIGH 4.596
0.618 4.543
0.500 4.526
0.382 4.509
LOW 4.456
0.618 4.369
1.000 4.316
1.618 4.229
2.618 4.089
4.250 3.861
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 4.559 4.569
PP 4.543 4.562
S1 4.526 4.555

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

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