NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 5.025 4.966 -0.059 -1.2% 5.412
High 5.037 4.966 -0.071 -1.4% 5.468
Low 4.945 4.869 -0.076 -1.5% 5.100
Close 4.949 4.906 -0.043 -0.9% 5.139
Range 0.092 0.097 0.005 5.4% 0.368
ATR 0.129 0.127 -0.002 -1.8% 0.000
Volume 20,564 22,509 1,945 9.5% 84,140
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.205 5.152 4.959
R3 5.108 5.055 4.933
R2 5.011 5.011 4.924
R1 4.958 4.958 4.915 4.936
PP 4.914 4.914 4.914 4.903
S1 4.861 4.861 4.897 4.839
S2 4.817 4.817 4.888
S3 4.720 4.764 4.879
S4 4.623 4.667 4.853
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 4.869 0.481 9.8% 0.137 2.8% 8% False True 19,166
10 5.468 4.869 0.599 12.2% 0.132 2.7% 6% False True 20,725
20 5.468 4.869 0.599 12.2% 0.123 2.5% 6% False True 16,525
40 5.949 4.869 1.080 22.0% 0.130 2.7% 3% False True 14,845
60 5.949 4.869 1.080 22.0% 0.132 2.7% 3% False True 13,681
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 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.378
2.618 5.220
1.618 5.123
1.000 5.063
0.618 5.026
HIGH 4.966
0.618 4.929
0.500 4.918
0.382 4.906
LOW 4.869
0.618 4.809
1.000 4.772
1.618 4.712
2.618 4.615
4.250 4.457
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 4.918 5.026
PP 4.914 4.986
S1 4.910 4.946

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

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