NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 5.176 5.006 -0.170 -3.3% 5.325
High 5.179 5.074 -0.105 -2.0% 5.447
Low 5.050 4.999 -0.051 -1.0% 5.094
Close 5.059 5.006 -0.053 -1.0% 5.181
Range 0.129 0.075 -0.054 -41.9% 0.353
ATR 0.144 0.139 -0.005 -3.4% 0.000
Volume 7,164 13,785 6,621 92.4% 39,734
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.251 5.204 5.047
R3 5.176 5.129 5.027
R2 5.101 5.101 5.020
R1 5.054 5.054 5.013 5.044
PP 5.026 5.026 5.026 5.021
S1 4.979 4.979 4.999 4.969
S2 4.951 4.951 4.992
S3 4.876 4.904 4.985
S4 4.801 4.829 4.965
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.300 6.093 5.375
R3 5.947 5.740 5.278
R2 5.594 5.594 5.246
R1 5.387 5.387 5.213 5.314
PP 5.241 5.241 5.241 5.204
S1 5.034 5.034 5.149 4.961
S2 4.888 4.888 5.116
S3 4.535 4.681 5.084
S4 4.182 4.328 4.987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.285 4.999 0.286 5.7% 0.111 2.2% 2% False True 10,721
10 5.447 4.999 0.448 8.9% 0.142 2.8% 2% False True 9,998
20 5.762 4.999 0.763 15.2% 0.145 2.9% 1% False True 8,071
40 5.762 4.999 0.763 15.2% 0.142 2.8% 1% False True 7,435
60 5.762 4.999 0.763 15.2% 0.136 2.7% 1% False True 6,454
80 5.762 4.999 0.763 15.2% 0.137 2.7% 1% False True 5,751
100 5.966 4.999 0.967 19.3% 0.130 2.6% 1% False True 5,063
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 False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.393
2.618 5.270
1.618 5.195
1.000 5.149
0.618 5.120
HIGH 5.074
0.618 5.045
0.500 5.037
0.382 5.028
LOW 4.999
0.618 4.953
1.000 4.924
1.618 4.878
2.618 4.803
4.250 4.680
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 5.037 5.102
PP 5.026 5.070
S1 5.016 5.038

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

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