NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 4.685 4.828 0.143 3.1% 4.541
High 4.870 4.937 0.067 1.4% 4.937
Low 4.678 4.784 0.106 2.3% 4.491
Close 4.827 4.923 0.096 2.0% 4.923
Range 0.192 0.153 -0.039 -20.3% 0.446
ATR 0.175 0.173 -0.002 -0.9% 0.000
Volume 159,054 129,643 -29,411 -18.5% 461,877
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.340 5.285 5.007
R3 5.187 5.132 4.965
R2 5.034 5.034 4.951
R1 4.979 4.979 4.937 5.007
PP 4.881 4.881 4.881 4.895
S1 4.826 4.826 4.909 4.854
S2 4.728 4.728 4.895
S3 4.575 4.673 4.881
S4 4.422 4.520 4.839
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.122 5.968 5.168
R3 5.676 5.522 5.046
R2 5.230 5.230 5.005
R1 5.076 5.076 4.964 5.153
PP 4.784 4.784 4.784 4.822
S1 4.630 4.630 4.882 4.707
S2 4.338 4.338 4.841
S3 3.892 4.184 4.800
S4 3.446 3.738 4.678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.937 4.491 0.446 9.1% 0.155 3.2% 97% True False 92,375
10 4.937 4.452 0.485 9.9% 0.150 3.0% 97% True False 76,445
20 4.937 4.290 0.647 13.1% 0.171 3.5% 98% True False 60,747
40 5.282 4.290 0.992 20.2% 0.190 3.9% 64% False False 45,801
60 5.282 4.140 1.142 23.2% 0.180 3.7% 69% False False 36,465
80 5.282 4.140 1.142 23.2% 0.174 3.5% 69% False False 29,594
100 5.282 4.140 1.142 23.2% 0.167 3.4% 69% False False 24,967
120 5.789 4.140 1.649 33.5% 0.160 3.2% 47% False False 21,357
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.587
2.618 5.338
1.618 5.185
1.000 5.090
0.618 5.032
HIGH 4.937
0.618 4.879
0.500 4.861
0.382 4.842
LOW 4.784
0.618 4.689
1.000 4.631
1.618 4.536
2.618 4.383
4.250 4.134
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 4.902 4.879
PP 4.881 4.834
S1 4.861 4.790

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

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