NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 5.288 5.294 0.006 0.1% 5.241
High 5.302 5.330 0.028 0.5% 5.390
Low 5.218 5.252 0.034 0.7% 5.180
Close 5.277 5.290 0.013 0.2% 5.292
Range 0.084 0.078 -0.006 -7.1% 0.210
ATR 0.124 0.120 -0.003 -2.6% 0.000
Volume 8,784 8,743 -41 -0.5% 57,751
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.525 5.485 5.333
R3 5.447 5.407 5.311
R2 5.369 5.369 5.304
R1 5.329 5.329 5.297 5.310
PP 5.291 5.291 5.291 5.281
S1 5.251 5.251 5.283 5.232
S2 5.213 5.213 5.276
S3 5.135 5.173 5.269
S4 5.057 5.095 5.247
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 5.218 0.172 3.3% 0.095 1.8% 42% False False 10,790
10 5.390 5.136 0.254 4.8% 0.108 2.0% 61% False False 13,286
20 5.624 5.136 0.488 9.2% 0.126 2.4% 32% False False 13,562
40 5.949 5.136 0.813 15.4% 0.133 2.5% 19% False False 12,988
60 5.949 5.136 0.813 15.4% 0.126 2.4% 19% False False 11,978
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.662
2.618 5.534
1.618 5.456
1.000 5.408
0.618 5.378
HIGH 5.330
0.618 5.300
0.500 5.291
0.382 5.282
LOW 5.252
0.618 5.204
1.000 5.174
1.618 5.126
2.618 5.048
4.250 4.921
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 5.291 5.287
PP 5.291 5.285
S1 5.290 5.282

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

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