NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 6.094 5.940 -0.154 -2.5% 5.953
High 6.111 5.980 -0.131 -2.1% 6.111
Low 5.918 5.800 -0.118 -2.0% 5.800
Close 5.948 5.913 -0.035 -0.6% 5.913
Range 0.193 0.180 -0.013 -6.7% 0.311
ATR 0.212 0.210 -0.002 -1.1% 0.000
Volume 7,914 2,629 -5,285 -66.8% 18,934
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.438 6.355 6.012
R3 6.258 6.175 5.963
R2 6.078 6.078 5.946
R1 5.995 5.995 5.930 5.947
PP 5.898 5.898 5.898 5.873
S1 5.815 5.815 5.897 5.767
S2 5.718 5.718 5.880
S3 5.538 5.635 5.864
S4 5.358 5.455 5.814
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.874 6.705 6.084
R3 6.563 6.394 5.999
R2 6.252 6.252 5.970
R1 6.083 6.083 5.942 6.012
PP 5.941 5.941 5.941 5.906
S1 5.772 5.772 5.884 5.701
S2 5.630 5.630 5.856
S3 5.319 5.461 5.827
S4 5.008 5.150 5.742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.111 5.800 0.311 5.3% 0.161 2.7% 36% False True 3,786
10 6.111 5.726 0.385 6.5% 0.163 2.8% 49% False False 3,239
20 6.111 5.320 0.791 13.4% 0.182 3.1% 75% False False 3,224
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.745
2.618 6.451
1.618 6.271
1.000 6.160
0.618 6.091
HIGH 5.980
0.618 5.911
0.500 5.890
0.382 5.869
LOW 5.800
0.618 5.689
1.000 5.620
1.618 5.509
2.618 5.329
4.250 5.035
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 5.905 5.956
PP 5.898 5.941
S1 5.890 5.927

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

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