NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 5.291 5.207 -0.084 -1.6% 5.412
High 5.350 5.207 -0.143 -2.7% 5.468
Low 5.145 5.100 -0.045 -0.9% 5.100
Close 5.184 5.139 -0.045 -0.9% 5.139
Range 0.205 0.107 -0.098 -47.8% 0.368
ATR 0.129 0.128 -0.002 -1.2% 0.000
Volume 13,611 20,151 6,540 48.0% 84,140
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.470 5.411 5.198
R3 5.363 5.304 5.168
R2 5.256 5.256 5.159
R1 5.197 5.197 5.149 5.173
PP 5.149 5.149 5.149 5.137
S1 5.090 5.090 5.129 5.066
S2 5.042 5.042 5.119
S3 4.935 4.983 5.110
S4 4.828 4.876 5.080
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 6.340 6.107 5.341
R3 5.972 5.739 5.240
R2 5.604 5.604 5.206
R1 5.371 5.371 5.173 5.304
PP 5.236 5.236 5.236 5.202
S1 5.003 5.003 5.105 4.936
S2 4.868 4.868 5.072
S3 4.500 4.635 5.038
S4 4.132 4.267 4.937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.468 5.100 0.368 7.2% 0.144 2.8% 11% False True 16,828
10 5.468 5.100 0.368 7.2% 0.126 2.4% 11% False True 17,269
20 5.468 5.100 0.368 7.2% 0.118 2.3% 11% False True 15,616
40 5.949 5.100 0.849 16.5% 0.128 2.5% 5% False True 14,263
60 5.949 5.100 0.849 16.5% 0.132 2.6% 5% False True 13,298
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 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.662
2.618 5.487
1.618 5.380
1.000 5.314
0.618 5.273
HIGH 5.207
0.618 5.166
0.500 5.154
0.382 5.141
LOW 5.100
0.618 5.034
1.000 4.993
1.618 4.927
2.618 4.820
4.250 4.645
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 5.154 5.225
PP 5.149 5.196
S1 5.144 5.168

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

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