NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 5.854 5.762 -0.092 -1.6% 5.804
High 5.920 5.835 -0.085 -1.4% 5.960
Low 5.846 5.707 -0.139 -2.4% 5.622
Close 5.901 5.762 -0.139 -2.4% 5.901
Range 0.074 0.128 0.054 73.0% 0.338
ATR 0.205 0.205 -0.001 -0.4% 0.000
Volume 2,097 1,878 -219 -10.4% 9,761
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.152 6.085 5.832
R3 6.024 5.957 5.797
R2 5.896 5.896 5.785
R1 5.829 5.829 5.774 5.826
PP 5.768 5.768 5.768 5.767
S1 5.701 5.701 5.750 5.698
S2 5.640 5.640 5.739
S3 5.512 5.573 5.727
S4 5.384 5.445 5.692
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.842 6.709 6.087
R3 6.504 6.371 5.994
R2 6.166 6.166 5.963
R1 6.033 6.033 5.932 6.100
PP 5.828 5.828 5.828 5.861
S1 5.695 5.695 5.870 5.762
S2 5.490 5.490 5.839
S3 5.152 5.357 5.808
S4 4.814 5.019 5.715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.960 5.680 0.280 4.9% 0.158 2.7% 29% False False 2,055
10 6.111 5.622 0.489 8.5% 0.167 2.9% 29% False False 2,734
20 6.111 5.622 0.489 8.5% 0.170 2.9% 29% False False 2,846
40 6.111 4.920 1.191 20.7% 0.181 3.1% 71% False False 2,585
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.379
2.618 6.170
1.618 6.042
1.000 5.963
0.618 5.914
HIGH 5.835
0.618 5.786
0.500 5.771
0.382 5.756
LOW 5.707
0.618 5.628
1.000 5.579
1.618 5.500
2.618 5.372
4.250 5.163
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 5.771 5.834
PP 5.768 5.810
S1 5.765 5.786

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

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