NYMEX Natural Gas Future January 2011


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 5.275 5.257 -0.018 -0.3% 5.370
High 5.317 5.390 0.073 1.4% 5.377
Low 5.228 5.252 0.024 0.5% 5.136
Close 5.265 5.337 0.072 1.4% 5.268
Range 0.089 0.138 0.049 55.1% 0.241
ATR 0.129 0.130 0.001 0.5% 0.000
Volume 9,827 12,667 2,840 28.9% 81,884
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.740 5.677 5.413
R3 5.602 5.539 5.375
R2 5.464 5.464 5.362
R1 5.401 5.401 5.350 5.433
PP 5.326 5.326 5.326 5.342
S1 5.263 5.263 5.324 5.295
S2 5.188 5.188 5.312
S3 5.050 5.125 5.299
S4 4.912 4.987 5.261
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.983 5.867 5.401
R3 5.742 5.626 5.334
R2 5.501 5.501 5.312
R1 5.385 5.385 5.290 5.323
PP 5.260 5.260 5.260 5.229
S1 5.144 5.144 5.246 5.082
S2 5.019 5.019 5.224
S3 4.778 4.903 5.202
S4 4.537 4.662 5.135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.390 5.180 0.210 3.9% 0.107 2.0% 75% True False 13,542
10 5.390 5.136 0.254 4.8% 0.111 2.1% 79% True False 14,635
20 5.750 5.136 0.614 11.5% 0.128 2.4% 33% False False 13,258
40 5.949 5.136 0.813 15.2% 0.136 2.5% 25% False False 12,857
60 5.949 5.136 0.813 15.2% 0.131 2.5% 25% False False 11,923
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.977
2.618 5.751
1.618 5.613
1.000 5.528
0.618 5.475
HIGH 5.390
0.618 5.337
0.500 5.321
0.382 5.305
LOW 5.252
0.618 5.167
1.000 5.114
1.618 5.029
2.618 4.891
4.250 4.666
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 5.332 5.320
PP 5.326 5.302
S1 5.321 5.285

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

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