NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 21-Jan-2010

Day Change Summary
	Previous	Current
	20-Jan-2010	21-Jan-2010	Change	Change %	Previous Week
Open	5.711	5.790	0.079	1.4%	5.804
High	5.795	5.851	0.056	1.0%	5.960
Low	5.696	5.701	0.005	0.1%	5.622
Close	5.711	5.784	0.073	1.3%	5.901
Range	0.099	0.150	0.051	51.5%	0.338
ATR	0.197	0.194	-0.003	-1.7%	0.000
Volume	1,876	1,525	-351	-18.7%	9,761

Daily Pivots for day following 21-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.229	6.156	5.867
R3	6.079	6.006	5.825
R2	5.929	5.929	5.812
R1	5.856	5.856	5.798	5.818
PP	5.779	5.779	5.779	5.759
S1	5.706	5.706	5.770	5.668
S2	5.629	5.629	5.757
S3	5.479	5.556	5.743
S4	5.329	5.406	5.702

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	5.696	0.264	4.6%	0.140	2.4%	33%	False	False	1,838
10	6.111	5.622	0.489	8.5%	0.159	2.8%	33%	False	False	2,558
20	6.111	5.622	0.489	8.5%	0.162	2.8%	33%	False	False	2,559
40	6.111	4.920	1.191	20.6%	0.180	3.1%	73%	False	False	2,573

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.030
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.489
2.618	6.244
1.618	6.094
1.000	6.001
0.618	5.944
HIGH	5.851
0.618	5.794
0.500	5.776
0.382	5.758
LOW	5.701
0.618	5.608
1.000	5.551
1.618	5.458
2.618	5.308
4.250	5.064

Fisher Pivots for day following 21-Jan-2010
Pivot	1 day	3 day
R1	5.781	5.781
PP	5.779	5.777
S1	5.776	5.774

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols