NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 5.762 5.711 -0.051 -0.9% 5.804
High 5.835 5.795 -0.040 -0.7% 5.960
Low 5.707 5.696 -0.011 -0.2% 5.622
Close 5.762 5.711 -0.051 -0.9% 5.901
Range 0.128 0.099 -0.029 -22.7% 0.338
ATR 0.205 0.197 -0.008 -3.7% 0.000
Volume 1,878 1,876 -2 -0.1% 9,761
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.031 5.970 5.765
R3 5.932 5.871 5.738
R2 5.833 5.833 5.729
R1 5.772 5.772 5.720 5.761
PP 5.734 5.734 5.734 5.728
S1 5.673 5.673 5.702 5.662
S2 5.635 5.635 5.693
S3 5.536 5.574 5.684
S4 5.437 5.475 5.657
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% 0.161 2.8% 11% False False 1,863
10 6.111 5.622 0.489 8.6% 0.160 2.8% 18% False False 2,637
20 6.111 5.622 0.489 8.6% 0.167 2.9% 18% False False 2,596
40 6.111 4.920 1.191 20.9% 0.180 3.2% 66% False False 2,593
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.216
2.618 6.054
1.618 5.955
1.000 5.894
0.618 5.856
HIGH 5.795
0.618 5.757
0.500 5.746
0.382 5.734
LOW 5.696
0.618 5.635
1.000 5.597
1.618 5.536
2.618 5.437
4.250 5.275
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 5.746 5.808
PP 5.734 5.776
S1 5.723 5.743

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

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