NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 5.455 5.336 -0.119 -2.2% 5.470
High 5.455 5.375 -0.080 -1.5% 5.593
Low 5.260 5.281 0.021 0.4% 5.260
Close 5.330 5.352 0.022 0.4% 5.352
Range 0.195 0.094 -0.101 -51.8% 0.333
ATR 0.149 0.145 -0.004 -2.6% 0.000
Volume 17,140 20,653 3,513 20.5% 58,100
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.618 5.579 5.404
R3 5.524 5.485 5.378
R2 5.430 5.430 5.369
R1 5.391 5.391 5.361 5.411
PP 5.336 5.336 5.336 5.346
S1 5.297 5.297 5.343 5.317
S2 5.242 5.242 5.335
S3 5.148 5.203 5.326
S4 5.054 5.109 5.300
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.401 6.209 5.535
R3 6.068 5.876 5.444
R2 5.735 5.735 5.413
R1 5.543 5.543 5.383 5.473
PP 5.402 5.402 5.402 5.366
S1 5.210 5.210 5.321 5.140
S2 5.069 5.069 5.291
S3 4.736 4.877 5.260
S4 4.403 4.544 5.169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.593 5.260 0.333 6.2% 0.145 2.7% 28% False False 15,375
10 5.750 5.260 0.490 9.2% 0.145 2.7% 19% False False 12,959
20 5.949 5.260 0.689 12.9% 0.138 2.6% 13% False False 12,910
40 5.949 5.228 0.721 13.5% 0.139 2.6% 17% False False 12,139
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.775
2.618 5.621
1.618 5.527
1.000 5.469
0.618 5.433
HIGH 5.375
0.618 5.339
0.500 5.328
0.382 5.317
LOW 5.281
0.618 5.223
1.000 5.187
1.618 5.129
2.618 5.035
4.250 4.882
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 5.344 5.390
PP 5.336 5.377
S1 5.328 5.365

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

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