NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 5.010 5.150 0.140 2.8% 4.831
High 5.081 5.150 0.069 1.4% 5.081
Low 4.973 4.890 -0.083 -1.7% 4.780
Close 5.072 4.908 -0.164 -3.2% 5.072
Range 0.108 0.260 0.152 140.7% 0.301
ATR 0.137 0.146 0.009 6.4% 0.000
Volume 31,713 23,263 -8,450 -26.6% 102,037
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.763 5.595 5.051
R3 5.503 5.335 4.980
R2 5.243 5.243 4.956
R1 5.075 5.075 4.932 5.029
PP 4.983 4.983 4.983 4.960
S1 4.815 4.815 4.884 4.769
S2 4.723 4.723 4.860
S3 4.463 4.555 4.837
S4 4.203 4.295 4.765
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.881 5.777 5.238
R3 5.580 5.476 5.155
R2 5.279 5.279 5.127
R1 5.175 5.175 5.100 5.227
PP 4.978 4.978 4.978 5.004
S1 4.874 4.874 5.044 4.926
S2 4.677 4.677 5.017
S3 4.376 4.573 4.989
S4 4.075 4.272 4.906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.150 4.843 0.307 6.3% 0.155 3.1% 21% True False 23,116
10 5.150 4.746 0.404 8.2% 0.131 2.7% 40% True False 18,484
20 5.208 4.641 0.567 11.6% 0.138 2.8% 47% False False 18,053
40 5.534 4.641 0.893 18.2% 0.148 3.0% 30% False False 13,767
60 5.534 4.641 0.893 18.2% 0.145 2.9% 30% False False 11,180
80 5.534 4.641 0.893 18.2% 0.142 2.9% 30% False False 9,041
100 5.534 4.641 0.893 18.2% 0.137 2.8% 30% False False 7,728
120 6.170 4.641 1.529 31.2% 0.133 2.7% 17% False False 6,693
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6.255
2.618 5.831
1.618 5.571
1.000 5.410
0.618 5.311
HIGH 5.150
0.618 5.051
0.500 5.020
0.382 4.989
LOW 4.890
0.618 4.729
1.000 4.630
1.618 4.469
2.618 4.209
4.250 3.785
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 5.020 5.019
PP 4.983 4.982
S1 4.945 4.945

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

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