NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 5.176 5.025 -0.151 -2.9% 5.412
High 5.182 5.037 -0.145 -2.8% 5.468
Low 4.998 4.945 -0.053 -1.1% 5.100
Close 5.028 4.949 -0.079 -1.6% 5.139
Range 0.184 0.092 -0.092 -50.0% 0.368
ATR 0.132 0.129 -0.003 -2.2% 0.000
Volume 18,997 20,564 1,567 8.2% 84,140
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.253 5.193 5.000
R3 5.161 5.101 4.974
R2 5.069 5.069 4.966
R1 5.009 5.009 4.957 4.993
PP 4.977 4.977 4.977 4.969
S1 4.917 4.917 4.941 4.901
S2 4.885 4.885 4.932
S3 4.793 4.825 4.924
S4 4.701 4.733 4.898
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 5.350 4.945 0.405 8.2% 0.133 2.7% 1% False True 18,022
10 5.468 4.945 0.523 10.6% 0.137 2.8% 1% False True 19,473
20 5.468 4.945 0.523 10.6% 0.122 2.5% 1% False True 16,379
40 5.949 4.945 1.004 20.3% 0.131 2.6% 0% False True 14,692
60 5.949 4.945 1.004 20.3% 0.132 2.7% 0% False True 13,577
Crabel Price Patterns
NR True
NR4 True
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 0.033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.428
2.618 5.278
1.618 5.186
1.000 5.129
0.618 5.094
HIGH 5.037
0.618 5.002
0.500 4.991
0.382 4.980
LOW 4.945
0.618 4.888
1.000 4.853
1.618 4.796
2.618 4.704
4.250 4.554
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 4.991 5.076
PP 4.977 5.034
S1 4.963 4.991

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

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