NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 5.780 5.610 -0.170 -2.9% 5.762
High 5.780 5.610 -0.170 -2.9% 5.951
Low 5.640 5.448 -0.192 -3.4% 5.696
Close 5.674 5.485 -0.189 -3.3% 5.911
Range 0.140 0.162 0.022 15.7% 0.255
ATR 0.188 0.191 0.003 1.4% 0.000
Volume 1,723 2,381 658 38.2% 6,946
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.000 5.905 5.574
R3 5.838 5.743 5.530
R2 5.676 5.676 5.515
R1 5.581 5.581 5.500 5.548
PP 5.514 5.514 5.514 5.498
S1 5.419 5.419 5.470 5.386
S2 5.352 5.352 5.455
S3 5.190 5.257 5.440
S4 5.028 5.095 5.396
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.618 6.519 6.051
R3 6.363 6.264 5.981
R2 6.108 6.108 5.958
R1 6.009 6.009 5.934 6.059
PP 5.853 5.853 5.853 5.877
S1 5.754 5.754 5.888 5.804
S2 5.598 5.598 5.864
S3 5.343 5.499 5.841
S4 5.088 5.244 5.771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.951 5.448 0.503 9.2% 0.141 2.6% 7% False True 2,124
10 5.960 5.448 0.512 9.3% 0.151 2.8% 7% False True 1,993
20 6.111 5.448 0.663 12.1% 0.158 2.9% 6% False True 2,533
40 6.111 4.920 1.191 21.7% 0.170 3.1% 47% False False 2,659
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.299
2.618 6.034
1.618 5.872
1.000 5.772
0.618 5.710
HIGH 5.610
0.618 5.548
0.500 5.529
0.382 5.510
LOW 5.448
0.618 5.348
1.000 5.286
1.618 5.186
2.618 5.024
4.250 4.760
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 5.529 5.694
PP 5.514 5.624
S1 5.500 5.555

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

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