NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 5.419 5.455 0.036 0.7% 5.694
High 5.519 5.455 -0.064 -1.2% 5.705
Low 5.410 5.260 -0.150 -2.8% 5.356
Close 5.419 5.330 -0.089 -1.6% 5.451
Range 0.109 0.195 0.086 78.9% 0.349
ATR 0.145 0.149 0.004 2.4% 0.000
Volume 9,758 17,140 7,382 75.7% 63,309
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.933 5.827 5.437
R3 5.738 5.632 5.384
R2 5.543 5.543 5.366
R1 5.437 5.437 5.348 5.393
PP 5.348 5.348 5.348 5.326
S1 5.242 5.242 5.312 5.198
S2 5.153 5.153 5.294
S3 4.958 5.047 5.276
S4 4.763 4.852 5.223
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 5.611 5.260 0.351 6.6% 0.177 3.3% 20% False True 14,386
10 5.750 5.260 0.490 9.2% 0.146 2.7% 14% False True 11,881
20 5.949 5.260 0.689 12.9% 0.141 2.6% 10% False True 12,541
40 5.949 5.228 0.721 13.5% 0.139 2.6% 14% False False 11,922
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.284
2.618 5.966
1.618 5.771
1.000 5.650
0.618 5.576
HIGH 5.455
0.618 5.381
0.500 5.358
0.382 5.334
LOW 5.260
0.618 5.139
1.000 5.065
1.618 4.944
2.618 4.749
4.250 4.431
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 5.358 5.427
PP 5.348 5.394
S1 5.339 5.362

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

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