NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 5.431 5.415 -0.016 -0.3% 5.665
High 5.440 5.611 0.171 3.1% 5.904
Low 5.362 5.356 -0.006 -0.1% 5.542
Close 5.434 5.565 0.131 2.4% 5.743
Range 0.078 0.255 0.177 226.9% 0.362
ATR 0.137 0.145 0.008 6.2% 0.000
Volume 12,497 15,710 3,213 25.7% 52,968
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.276 6.175 5.705
R3 6.021 5.920 5.635
R2 5.766 5.766 5.612
R1 5.665 5.665 5.588 5.716
PP 5.511 5.511 5.511 5.536
S1 5.410 5.410 5.542 5.461
S2 5.256 5.256 5.518
S3 5.001 5.155 5.495
S4 4.746 4.900 5.425
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.816 6.641 5.942
R3 6.454 6.279 5.843
R2 6.092 6.092 5.809
R1 5.917 5.917 5.776 6.005
PP 5.730 5.730 5.730 5.773
S1 5.555 5.555 5.710 5.643
S2 5.368 5.368 5.677
S3 5.006 5.193 5.643
S4 4.644 4.831 5.544
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.750 5.356 0.394 7.1% 0.145 2.6% 53% False True 10,543
10 5.949 5.356 0.593 10.7% 0.150 2.7% 35% False True 11,150
20 5.949 5.356 0.593 10.7% 0.141 2.5% 35% False True 12,866
40 5.949 5.228 0.721 13.0% 0.134 2.4% 47% False False 11,567
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.695
2.618 6.279
1.618 6.024
1.000 5.866
0.618 5.769
HIGH 5.611
0.618 5.514
0.500 5.484
0.382 5.453
LOW 5.356
0.618 5.198
1.000 5.101
1.618 4.943
2.618 4.688
4.250 4.272
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 5.538 5.540
PP 5.511 5.515
S1 5.484 5.490

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

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