NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 5.207 5.176 -0.031 -0.6% 5.412
High 5.207 5.182 -0.025 -0.5% 5.468
Low 5.100 4.998 -0.102 -2.0% 5.100
Close 5.139 5.028 -0.111 -2.2% 5.139
Range 0.107 0.184 0.077 72.0% 0.368
ATR 0.128 0.132 0.004 3.2% 0.000
Volume 20,151 18,997 -1,154 -5.7% 84,140
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.621 5.509 5.129
R3 5.437 5.325 5.079
R2 5.253 5.253 5.062
R1 5.141 5.141 5.045 5.105
PP 5.069 5.069 5.069 5.052
S1 4.957 4.957 5.011 4.921
S2 4.885 4.885 4.994
S3 4.701 4.773 4.977
S4 4.517 4.589 4.927
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 5.361 4.998 0.363 7.2% 0.140 2.8% 8% False True 17,602
10 5.468 4.998 0.470 9.3% 0.136 2.7% 6% False True 18,290
20 5.468 4.998 0.470 9.3% 0.124 2.5% 6% False True 15,876
40 5.949 4.998 0.951 18.9% 0.131 2.6% 3% False True 14,378
60 5.949 4.998 0.951 18.9% 0.133 2.6% 3% False True 13,452
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.964
2.618 5.664
1.618 5.480
1.000 5.366
0.618 5.296
HIGH 5.182
0.618 5.112
0.500 5.090
0.382 5.068
LOW 4.998
0.618 4.884
1.000 4.814
1.618 4.700
2.618 4.516
4.250 4.216
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 5.090 5.174
PP 5.069 5.125
S1 5.049 5.077

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

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