NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 5.412 5.310 -0.102 -1.9% 5.288
High 5.468 5.361 -0.107 -2.0% 5.402
Low 5.267 5.231 -0.036 -0.7% 5.218
Close 5.282 5.245 -0.037 -0.7% 5.390
Range 0.201 0.130 -0.071 -35.3% 0.184
ATR 0.127 0.127 0.000 0.2% 0.000
Volume 15,125 18,463 3,338 22.1% 88,556
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.669 5.587 5.317
R3 5.539 5.457 5.281
R2 5.409 5.409 5.269
R1 5.327 5.327 5.257 5.303
PP 5.279 5.279 5.279 5.267
S1 5.197 5.197 5.233 5.173
S2 5.149 5.149 5.221
S3 5.019 5.067 5.209
S4 4.889 4.937 5.174
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 5.468 5.231 0.237 4.5% 0.141 2.7% 6% False True 20,923
10 5.468 5.218 0.250 4.8% 0.118 2.3% 11% False False 15,857
20 5.519 5.136 0.383 7.3% 0.118 2.3% 28% False False 15,466
40 5.949 5.136 0.813 15.5% 0.129 2.5% 13% False False 13,886
60 5.949 5.136 0.813 15.5% 0.130 2.5% 13% False False 13,037
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 False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.914
2.618 5.701
1.618 5.571
1.000 5.491
0.618 5.441
HIGH 5.361
0.618 5.311
0.500 5.296
0.382 5.281
LOW 5.231
0.618 5.151
1.000 5.101
1.618 5.021
2.618 4.891
4.250 4.679
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 5.296 5.350
PP 5.279 5.315
S1 5.262 5.280

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

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