NYMEX Natural Gas Future November 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 4.868 4.905 0.037 0.8% 4.825
High 4.900 4.921 0.021 0.4% 4.940
Low 4.781 4.810 0.029 0.6% 4.641
Close 4.803 4.905 0.102 2.1% 4.830
Range 0.119 0.111 -0.008 -6.7% 0.299
ATR 0.150 0.148 -0.002 -1.5% 0.000
Volume 11,773 18,808 7,035 59.8% 89,891
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.212 5.169 4.966
R3 5.101 5.058 4.936
R2 4.990 4.990 4.925
R1 4.947 4.947 4.915 4.961
PP 4.879 4.879 4.879 4.885
S1 4.836 4.836 4.895 4.850
S2 4.768 4.768 4.885
S3 4.657 4.725 4.874
S4 4.546 4.614 4.844
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.701 5.564 4.994
R3 5.402 5.265 4.912
R2 5.103 5.103 4.885
R1 4.966 4.966 4.857 5.035
PP 4.804 4.804 4.804 4.838
S1 4.667 4.667 4.803 4.736
S2 4.505 4.505 4.775
S3 4.206 4.368 4.748
S4 3.907 4.069 4.666
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.940 4.746 0.194 4.0% 0.120 2.4% 82% False False 15,430
10 4.940 4.641 0.299 6.1% 0.126 2.6% 88% False False 16,709
20 5.283 4.641 0.642 13.1% 0.148 3.0% 41% False False 14,448
40 5.534 4.641 0.893 18.2% 0.154 3.1% 30% False False 11,300
60 5.534 4.641 0.893 18.2% 0.144 2.9% 30% False False 9,206
80 5.534 4.641 0.893 18.2% 0.146 3.0% 30% False False 7,563
100 5.534 4.641 0.893 18.2% 0.134 2.7% 30% False False 6,473
120 6.280 4.641 1.639 33.4% 0.133 2.7% 16% False False 5,597
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 True
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.393
2.618 5.212
1.618 5.101
1.000 5.032
0.618 4.990
HIGH 4.921
0.618 4.879
0.500 4.866
0.382 4.852
LOW 4.810
0.618 4.741
1.000 4.699
1.618 4.630
2.618 4.519
4.250 4.338
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 4.892 4.881
PP 4.879 4.857
S1 4.866 4.834

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

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