NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 5.292 5.288 -0.004 -0.1% 5.241
High 5.346 5.302 -0.044 -0.8% 5.390
Low 5.259 5.218 -0.041 -0.8% 5.180
Close 5.292 5.277 -0.015 -0.3% 5.292
Range 0.087 0.084 -0.003 -3.4% 0.210
ATR 0.127 0.124 -0.003 -2.4% 0.000
Volume 13,932 8,784 -5,148 -37.0% 57,751
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.518 5.481 5.323
R3 5.434 5.397 5.300
R2 5.350 5.350 5.292
R1 5.313 5.313 5.285 5.290
PP 5.266 5.266 5.266 5.254
S1 5.229 5.229 5.269 5.206
S2 5.182 5.182 5.262
S3 5.098 5.145 5.254
S4 5.014 5.061 5.231
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% 0.103 2.0% 46% False False 10,395
10 5.390 5.136 0.254 4.8% 0.112 2.1% 56% False False 13,462
20 5.705 5.136 0.569 10.8% 0.128 2.4% 25% False False 13,491
40 5.949 5.136 0.813 15.4% 0.134 2.5% 17% False False 13,076
60 5.949 5.136 0.813 15.4% 0.127 2.4% 17% False False 12,068
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.029
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.659
2.618 5.522
1.618 5.438
1.000 5.386
0.618 5.354
HIGH 5.302
0.618 5.270
0.500 5.260
0.382 5.250
LOW 5.218
0.618 5.166
1.000 5.134
1.618 5.082
2.618 4.998
4.250 4.861
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 5.271 5.304
PP 5.266 5.295
S1 5.260 5.286

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

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