NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 4.860 4.803 -0.057 -1.2% 4.950
High 4.975 4.863 -0.112 -2.3% 5.004
Low 4.750 4.665 -0.085 -1.8% 4.606
Close 4.774 4.667 -0.107 -2.2% 4.795
Range 0.225 0.198 -0.027 -12.0% 0.398
ATR 0.198 0.198 0.000 0.0% 0.000
Volume 26,706 32,638 5,932 22.2% 131,529
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.326 5.194 4.776
R3 5.128 4.996 4.721
R2 4.930 4.930 4.703
R1 4.798 4.798 4.685 4.765
PP 4.732 4.732 4.732 4.715
S1 4.600 4.600 4.649 4.567
S2 4.534 4.534 4.631
S3 4.336 4.402 4.613
S4 4.138 4.204 4.558
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.996 5.793 5.014
R3 5.598 5.395 4.904
R2 5.200 5.200 4.868
R1 4.997 4.997 4.831 4.900
PP 4.802 4.802 4.802 4.753
S1 4.599 4.599 4.759 4.502
S2 4.404 4.404 4.722
S3 4.006 4.201 4.686
S4 3.608 3.803 4.576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.004 4.606 0.398 8.5% 0.226 4.8% 15% False False 32,535
10 5.028 4.606 0.422 9.0% 0.185 4.0% 14% False False 25,241
20 5.345 4.606 0.739 15.8% 0.187 4.0% 8% False False 26,488
40 5.345 4.115 1.230 26.4% 0.184 3.9% 45% False False 25,321
60 5.345 4.115 1.230 26.4% 0.174 3.7% 45% False False 21,385
80 5.345 4.115 1.230 26.4% 0.168 3.6% 45% False False 19,305
100 5.885 4.115 1.770 37.9% 0.159 3.4% 31% False False 17,443
Crabel Price Patterns
NR True
NR4 True
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 0.049
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.705
2.618 5.381
1.618 5.183
1.000 5.061
0.618 4.985
HIGH 4.863
0.618 4.787
0.500 4.764
0.382 4.741
LOW 4.665
0.618 4.543
1.000 4.467
1.618 4.345
2.618 4.147
4.250 3.824
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 4.764 4.820
PP 4.732 4.769
S1 4.699 4.718

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

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