NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 4.560 4.600 0.040 0.9% 4.586
High 4.750 4.686 -0.064 -1.3% 4.750
Low 4.556 4.569 0.013 0.3% 4.504
Close 4.672 4.600 -0.072 -1.5% 4.600
Range 0.194 0.117 -0.077 -39.7% 0.246
ATR 0.177 0.172 -0.004 -2.4% 0.000
Volume 35,290 32,824 -2,466 -7.0% 154,362
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 4.969 4.902 4.664
R3 4.852 4.785 4.632
R2 4.735 4.735 4.621
R1 4.668 4.668 4.611 4.659
PP 4.618 4.618 4.618 4.614
S1 4.551 4.551 4.589 4.542
S2 4.501 4.501 4.579
S3 4.384 4.434 4.568
S4 4.267 4.317 4.536
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.356 5.224 4.735
R3 5.110 4.978 4.668
R2 4.864 4.864 4.645
R1 4.732 4.732 4.623 4.798
PP 4.618 4.618 4.618 4.651
S1 4.486 4.486 4.577 4.552
S2 4.372 4.372 4.555
S3 4.126 4.240 4.532
S4 3.880 3.994 4.465
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% 0.136 3.0% 39% False False 30,872
10 4.750 4.358 0.392 8.5% 0.151 3.3% 62% False False 33,263
20 5.028 4.358 0.670 14.6% 0.173 3.8% 36% False False 31,028
40 5.345 4.358 0.987 21.5% 0.183 4.0% 25% False False 29,498
60 5.345 4.115 1.230 26.7% 0.176 3.8% 39% False False 25,891
80 5.345 4.115 1.230 26.7% 0.174 3.8% 39% False False 22,839
100 5.345 4.115 1.230 26.7% 0.162 3.5% 39% False False 20,530
120 6.000 4.115 1.885 41.0% 0.157 3.4% 26% False False 18,593
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.183
2.618 4.992
1.618 4.875
1.000 4.803
0.618 4.758
HIGH 4.686
0.618 4.641
0.500 4.628
0.382 4.614
LOW 4.569
0.618 4.497
1.000 4.452
1.618 4.380
2.618 4.263
4.250 4.072
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 4.628 4.638
PP 4.618 4.625
S1 4.609 4.613

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

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