NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 5.257 5.292 0.035 0.7% 5.241
High 5.390 5.346 -0.044 -0.8% 5.390
Low 5.252 5.259 0.007 0.1% 5.180
Close 5.337 5.292 -0.045 -0.8% 5.292
Range 0.138 0.087 -0.051 -37.0% 0.210
ATR 0.130 0.127 -0.003 -2.3% 0.000
Volume 12,667 13,932 1,265 10.0% 57,751
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.560 5.513 5.340
R3 5.473 5.426 5.316
R2 5.386 5.386 5.308
R1 5.339 5.339 5.300 5.336
PP 5.299 5.299 5.299 5.297
S1 5.252 5.252 5.284 5.249
S2 5.212 5.212 5.276
S3 5.125 5.165 5.268
S4 5.038 5.078 5.244
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.917 5.815 5.408
R3 5.707 5.605 5.350
R2 5.497 5.497 5.331
R1 5.395 5.395 5.311 5.446
PP 5.287 5.287 5.287 5.313
S1 5.185 5.185 5.273 5.236
S2 5.077 5.077 5.254
S3 4.867 4.975 5.234
S4 4.657 4.765 5.177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.390 5.180 0.210 4.0% 0.098 1.9% 53% False False 11,550
10 5.390 5.136 0.254 4.8% 0.110 2.1% 61% False False 13,963
20 5.750 5.136 0.614 11.6% 0.127 2.4% 25% False False 13,461
40 5.949 5.136 0.813 15.4% 0.135 2.5% 19% False False 13,044
60 5.949 5.136 0.813 15.4% 0.131 2.5% 19% False False 12,040
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.716
2.618 5.574
1.618 5.487
1.000 5.433
0.618 5.400
HIGH 5.346
0.618 5.313
0.500 5.303
0.382 5.292
LOW 5.259
0.618 5.205
1.000 5.172
1.618 5.118
2.618 5.031
4.250 4.889
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 5.303 5.309
PP 5.299 5.303
S1 5.296 5.298

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

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