NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 5.530 5.470 -0.060 -1.1% 5.694
High 5.557 5.593 0.036 0.6% 5.705
Low 5.393 5.430 0.037 0.7% 5.356
Close 5.451 5.458 0.007 0.1% 5.451
Range 0.164 0.163 -0.001 -0.6% 0.349
ATR 0.147 0.148 0.001 0.8% 0.000
Volume 18,776 10,549 -8,227 -43.8% 63,309
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.983 5.883 5.548
R3 5.820 5.720 5.503
R2 5.657 5.657 5.488
R1 5.557 5.557 5.473 5.526
PP 5.494 5.494 5.494 5.478
S1 5.394 5.394 5.443 5.363
S2 5.331 5.331 5.428
S3 5.168 5.231 5.413
S4 5.005 5.068 5.368
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.551 6.350 5.643
R3 6.202 6.001 5.547
R2 5.853 5.853 5.515
R1 5.652 5.652 5.483 5.578
PP 5.504 5.504 5.504 5.467
S1 5.303 5.303 5.419 5.229
S2 5.155 5.155 5.387
S3 4.806 4.954 5.355
S4 4.457 4.605 5.259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.624 5.356 0.268 4.9% 0.173 3.2% 38% False False 13,308
10 5.750 5.356 0.394 7.2% 0.139 2.5% 26% False False 11,479
20 5.949 5.356 0.593 10.9% 0.139 2.6% 17% False False 12,306
40 5.949 5.228 0.721 13.2% 0.136 2.5% 32% False False 11,822
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.286
2.618 6.020
1.618 5.857
1.000 5.756
0.618 5.694
HIGH 5.593
0.618 5.531
0.500 5.512
0.382 5.492
LOW 5.430
0.618 5.329
1.000 5.267
1.618 5.166
2.618 5.003
4.250 4.737
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 5.512 5.484
PP 5.494 5.475
S1 5.476 5.467

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

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