NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 4.541 4.591 0.050 1.1% 4.522
High 4.608 4.668 0.060 1.3% 4.699
Low 4.491 4.575 0.084 1.9% 4.452
Close 4.583 4.646 0.063 1.4% 4.563
Range 0.117 0.093 -0.024 -20.5% 0.247
ATR 0.176 0.170 -0.006 -3.4% 0.000
Volume 43,191 54,386 11,195 25.9% 302,580
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.909 4.870 4.697
R3 4.816 4.777 4.672
R2 4.723 4.723 4.663
R1 4.684 4.684 4.655 4.704
PP 4.630 4.630 4.630 4.639
S1 4.591 4.591 4.637 4.611
S2 4.537 4.537 4.629
S3 4.444 4.498 4.620
S4 4.351 4.405 4.595
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.312 5.185 4.699
R3 5.065 4.938 4.631
R2 4.818 4.818 4.608
R1 4.691 4.691 4.586 4.755
PP 4.571 4.571 4.571 4.603
S1 4.444 4.444 4.540 4.508
S2 4.324 4.324 4.518
S3 4.077 4.197 4.495
S4 3.830 3.950 4.427
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.699 4.472 0.227 4.9% 0.139 3.0% 77% False False 57,112
10 4.699 4.290 0.409 8.8% 0.153 3.3% 87% False False 60,973
20 4.945 4.290 0.655 14.1% 0.180 3.9% 54% False False 46,032
40 5.282 4.290 0.992 21.4% 0.192 4.1% 36% False False 38,478
60 5.282 4.140 1.142 24.6% 0.175 3.8% 44% False False 30,965
80 5.282 4.140 1.142 24.6% 0.175 3.8% 44% False False 25,405
100 5.282 4.140 1.142 24.6% 0.164 3.5% 44% False False 21,469
120 5.884 4.140 1.744 37.5% 0.160 3.4% 29% False False 18,382
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 True
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.063
2.618 4.911
1.618 4.818
1.000 4.761
0.618 4.725
HIGH 4.668
0.618 4.632
0.500 4.622
0.382 4.611
LOW 4.575
0.618 4.518
1.000 4.482
1.618 4.425
2.618 4.332
4.250 4.180
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 4.638 4.624
PP 4.630 4.602
S1 4.622 4.580

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

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