NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 5.277 5.342 0.065 1.2% 5.288
High 5.378 5.402 0.024 0.4% 5.402
Low 5.258 5.292 0.034 0.6% 5.218
Close 5.335 5.390 0.055 1.0% 5.390
Range 0.120 0.110 -0.010 -8.3% 0.184
ATR 0.122 0.121 -0.001 -0.7% 0.000
Volume 33,619 27,425 -6,194 -18.4% 88,556
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.691 5.651 5.451
R3 5.581 5.541 5.420
R2 5.471 5.471 5.410
R1 5.431 5.431 5.400 5.451
PP 5.361 5.361 5.361 5.372
S1 5.321 5.321 5.380 5.341
S2 5.251 5.251 5.370
S3 5.141 5.211 5.360
S4 5.031 5.101 5.330
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.889 5.823 5.491
R3 5.705 5.639 5.441
R2 5.521 5.521 5.424
R1 5.455 5.455 5.407 5.488
PP 5.337 5.337 5.337 5.353
S1 5.271 5.271 5.373 5.304
S2 5.153 5.153 5.356
S3 4.969 5.087 5.339
S4 4.785 4.903 5.289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.402 5.218 0.184 3.4% 0.108 2.0% 93% True False 17,711
10 5.402 5.180 0.222 4.1% 0.103 1.9% 95% True False 14,630
20 5.593 5.136 0.457 8.5% 0.118 2.2% 56% False False 15,253
40 5.949 5.136 0.813 15.1% 0.130 2.4% 31% False False 14,060
60 5.949 5.136 0.813 15.1% 0.128 2.4% 31% False False 12,795
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.870
2.618 5.690
1.618 5.580
1.000 5.512
0.618 5.470
HIGH 5.402
0.618 5.360
0.500 5.347
0.382 5.334
LOW 5.292
0.618 5.224
1.000 5.182
1.618 5.114
2.618 5.004
4.250 4.825
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 5.376 5.368
PP 5.361 5.346
S1 5.347 5.325

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

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