NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 5.310 5.250 -0.060 -1.1% 5.288
High 5.361 5.291 -0.070 -1.3% 5.402
Low 5.231 5.215 -0.016 -0.3% 5.218
Close 5.245 5.285 0.040 0.8% 5.390
Range 0.130 0.076 -0.054 -41.5% 0.184
ATR 0.127 0.123 -0.004 -2.9% 0.000
Volume 18,463 16,790 -1,673 -9.1% 88,556
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.492 5.464 5.327
R3 5.416 5.388 5.306
R2 5.340 5.340 5.299
R1 5.312 5.312 5.292 5.326
PP 5.264 5.264 5.264 5.271
S1 5.236 5.236 5.278 5.250
S2 5.188 5.188 5.271
S3 5.112 5.160 5.264
S4 5.036 5.084 5.243
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 5.215 0.253 4.8% 0.127 2.4% 28% False True 22,284
10 5.468 5.215 0.253 4.8% 0.117 2.2% 28% False True 16,553
20 5.468 5.136 0.332 6.3% 0.117 2.2% 45% False False 15,818
40 5.949 5.136 0.813 15.4% 0.127 2.4% 18% False False 14,036
60 5.949 5.136 0.813 15.4% 0.129 2.4% 18% False False 13,132
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.034
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.614
2.618 5.490
1.618 5.414
1.000 5.367
0.618 5.338
HIGH 5.291
0.618 5.262
0.500 5.253
0.382 5.244
LOW 5.215
0.618 5.168
1.000 5.139
1.618 5.092
2.618 5.016
4.250 4.892
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 5.274 5.342
PP 5.264 5.323
S1 5.253 5.304

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

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