NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 4.508 4.593 0.085 1.9% 4.430
High 4.596 4.637 0.041 0.9% 4.658
Low 4.456 4.472 0.016 0.4% 4.290
Close 4.576 4.500 -0.076 -1.7% 4.518
Range 0.140 0.165 0.025 17.9% 0.368
ATR 0.186 0.184 -0.001 -0.8% 0.000
Volume 50,433 57,139 6,706 13.3% 276,077
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.031 4.931 4.591
R3 4.866 4.766 4.545
R2 4.701 4.701 4.530
R1 4.601 4.601 4.515 4.569
PP 4.536 4.536 4.536 4.520
S1 4.436 4.436 4.485 4.404
S2 4.371 4.371 4.470
S3 4.206 4.271 4.455
S4 4.041 4.106 4.409
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 8.2% 0.185 4.1% 57% False False 65,450
10 4.658 4.290 0.368 8.2% 0.163 3.6% 57% False False 52,846
20 4.962 4.290 0.672 14.9% 0.182 4.0% 31% False False 38,401
40 5.282 4.168 1.114 24.8% 0.193 4.3% 30% False False 34,100
60 5.282 4.140 1.142 25.4% 0.179 4.0% 32% False False 27,834
80 5.282 4.140 1.142 25.4% 0.178 3.9% 32% False False 22,892
100 5.282 4.140 1.142 25.4% 0.164 3.6% 32% False False 19,298
120 5.884 4.140 1.744 38.8% 0.160 3.6% 21% False False 16,544
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 0.039
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.338
2.618 5.069
1.618 4.904
1.000 4.802
0.618 4.739
HIGH 4.637
0.618 4.574
0.500 4.555
0.382 4.535
LOW 4.472
0.618 4.370
1.000 4.307
1.618 4.205
2.618 4.040
4.250 3.771
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 4.555 4.545
PP 4.536 4.530
S1 4.518 4.515

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

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