NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 5.286 5.277 -0.009 -0.2% 5.241
High 5.393 5.378 -0.015 -0.3% 5.390
Low 5.247 5.258 0.011 0.2% 5.180
Close 5.282 5.335 0.053 1.0% 5.292
Range 0.146 0.120 -0.026 -17.8% 0.210
ATR 0.122 0.122 0.000 -0.1% 0.000
Volume 9,985 33,619 23,634 236.7% 57,751
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.684 5.629 5.401
R3 5.564 5.509 5.368
R2 5.444 5.444 5.357
R1 5.389 5.389 5.346 5.417
PP 5.324 5.324 5.324 5.337
S1 5.269 5.269 5.324 5.297
S2 5.204 5.204 5.313
S3 5.084 5.149 5.302
S4 4.964 5.029 5.269
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 5.393 5.218 0.175 3.3% 0.103 1.9% 67% False False 15,012
10 5.393 5.180 0.213 4.0% 0.105 2.0% 73% False False 14,277
20 5.611 5.136 0.475 8.9% 0.125 2.4% 42% False False 14,667
40 5.949 5.136 0.813 15.2% 0.132 2.5% 24% False False 13,645
60 5.949 5.136 0.813 15.2% 0.128 2.4% 24% False False 12,470
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.888
2.618 5.692
1.618 5.572
1.000 5.498
0.618 5.452
HIGH 5.378
0.618 5.332
0.500 5.318
0.382 5.304
LOW 5.258
0.618 5.184
1.000 5.138
1.618 5.064
2.618 4.944
4.250 4.748
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 5.329 5.330
PP 5.324 5.325
S1 5.318 5.320

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

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