NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 5.068 5.052 -0.016 -0.3% 5.204
High 5.093 5.120 0.027 0.5% 5.204
Low 5.032 5.009 -0.023 -0.5% 4.946
Close 5.068 5.109 0.041 0.8% 5.090
Range 0.061 0.111 0.050 82.0% 0.258
ATR 0.138 0.136 -0.002 -1.4% 0.000
Volume 7,976 8,008 32 0.4% 53,060
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.412 5.372 5.170
R3 5.301 5.261 5.140
R2 5.190 5.190 5.129
R1 5.150 5.150 5.119 5.170
PP 5.079 5.079 5.079 5.090
S1 5.039 5.039 5.099 5.059
S2 4.968 4.968 5.089
S3 4.857 4.928 5.078
S4 4.746 4.817 5.048
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.854 5.730 5.232
R3 5.596 5.472 5.161
R2 5.338 5.338 5.137
R1 5.214 5.214 5.114 5.147
PP 5.080 5.080 5.080 5.047
S1 4.956 4.956 5.066 4.889
S2 4.822 4.822 5.043
S3 4.564 4.698 5.019
S4 4.306 4.440 4.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.178 4.946 0.232 4.5% 0.120 2.3% 70% False False 10,503
10 5.373 4.946 0.427 8.4% 0.120 2.4% 38% False False 10,110
20 5.570 4.946 0.624 12.2% 0.136 2.7% 26% False False 8,668
40 5.762 4.946 0.816 16.0% 0.141 2.8% 20% False False 7,729
60 5.762 4.946 0.816 16.0% 0.135 2.7% 20% False False 6,912
80 5.762 4.946 0.816 16.0% 0.139 2.7% 20% False False 6,090
100 5.953 4.946 1.007 19.7% 0.132 2.6% 16% False False 5,361
120 6.573 4.946 1.627 31.8% 0.131 2.6% 10% False False 4,789
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.592
2.618 5.411
1.618 5.300
1.000 5.231
0.618 5.189
HIGH 5.120
0.618 5.078
0.500 5.065
0.382 5.051
LOW 5.009
0.618 4.940
1.000 4.898
1.618 4.829
2.618 4.718
4.250 4.537
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 5.094 5.104
PP 5.079 5.099
S1 5.065 5.094

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

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