NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 4.640 4.560 -0.080 -1.7% 4.530
High 4.677 4.750 0.073 1.6% 4.717
Low 4.526 4.556 0.030 0.7% 4.358
Close 4.549 4.672 0.123 2.7% 4.575
Range 0.151 0.194 0.043 28.5% 0.359
ATR 0.175 0.177 0.002 1.1% 0.000
Volume 32,907 35,290 2,383 7.2% 178,272
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.241 5.151 4.779
R3 5.047 4.957 4.725
R2 4.853 4.853 4.708
R1 4.763 4.763 4.690 4.808
PP 4.659 4.659 4.659 4.682
S1 4.569 4.569 4.654 4.614
S2 4.465 4.465 4.636
S3 4.271 4.375 4.619
S4 4.077 4.181 4.565
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.627 5.460 4.772
R3 5.268 5.101 4.674
R2 4.909 4.909 4.641
R1 4.742 4.742 4.608 4.826
PP 4.550 4.550 4.550 4.592
S1 4.383 4.383 4.542 4.467
S2 4.191 4.191 4.509
S3 3.832 4.024 4.476
S4 3.473 3.665 4.378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.750 4.504 0.246 5.3% 0.150 3.2% 68% True False 34,212
10 4.750 4.358 0.392 8.4% 0.150 3.2% 80% True False 33,960
20 5.028 4.358 0.670 14.3% 0.174 3.7% 47% False False 30,588
40 5.345 4.358 0.987 21.1% 0.184 3.9% 32% False False 29,010
60 5.345 4.115 1.230 26.3% 0.176 3.8% 45% False False 25,514
80 5.345 4.115 1.230 26.3% 0.174 3.7% 45% False False 22,584
100 5.345 4.115 1.230 26.3% 0.162 3.5% 45% False False 20,294
120 6.000 4.115 1.885 40.3% 0.158 3.4% 30% False False 18,376
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.575
2.618 5.258
1.618 5.064
1.000 4.944
0.618 4.870
HIGH 4.750
0.618 4.676
0.500 4.653
0.382 4.630
LOW 4.556
0.618 4.436
1.000 4.362
1.618 4.242
2.618 4.048
4.250 3.732
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 4.666 4.657
PP 4.659 4.642
S1 4.653 4.627

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

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