NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 4.902 4.888 -0.014 -0.3% 4.849
High 5.049 5.040 -0.009 -0.2% 4.921
Low 4.873 4.888 0.015 0.3% 4.746
Close 4.917 5.009 0.092 1.9% 4.840
Range 0.176 0.152 -0.024 -13.6% 0.175
ATR 0.139 0.140 0.001 0.7% 0.000
Volume 15,329 32,462 17,133 111.8% 71,495
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.435 5.374 5.093
R3 5.283 5.222 5.051
R2 5.131 5.131 5.037
R1 5.070 5.070 5.023 5.101
PP 4.979 4.979 4.979 4.994
S1 4.918 4.918 4.995 4.949
S2 4.827 4.827 4.981
S3 4.675 4.766 4.967
S4 4.523 4.614 4.925
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.361 5.275 4.936
R3 5.186 5.100 4.888
R2 5.011 5.011 4.872
R1 4.925 4.925 4.856 4.881
PP 4.836 4.836 4.836 4.813
S1 4.750 4.750 4.824 4.706
S2 4.661 4.661 4.808
S3 4.486 4.575 4.792
S4 4.311 4.400 4.744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.049 4.780 0.269 5.4% 0.117 2.3% 85% False False 17,049
10 5.049 4.746 0.303 6.0% 0.119 2.4% 87% False False 16,239
20 5.208 4.641 0.567 11.3% 0.145 2.9% 65% False False 16,865
40 5.534 4.641 0.893 17.8% 0.151 3.0% 41% False False 12,824
60 5.534 4.641 0.893 17.8% 0.142 2.8% 41% False False 10,357
80 5.534 4.641 0.893 17.8% 0.141 2.8% 41% False False 8,426
100 5.534 4.641 0.893 17.8% 0.136 2.7% 41% False False 7,213
120 6.280 4.641 1.639 32.7% 0.132 2.6% 22% False False 6,257
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.686
2.618 5.438
1.618 5.286
1.000 5.192
0.618 5.134
HIGH 5.040
0.618 4.982
0.500 4.964
0.382 4.946
LOW 4.888
0.618 4.794
1.000 4.736
1.618 4.642
2.618 4.490
4.250 4.242
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 4.994 4.988
PP 4.979 4.967
S1 4.964 4.946

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

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