NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 4.966 4.906 -0.060 -1.2% 5.412
High 4.966 4.977 0.011 0.2% 5.468
Low 4.869 4.905 0.036 0.7% 5.100
Close 4.906 4.973 0.067 1.4% 5.139
Range 0.097 0.072 -0.025 -25.8% 0.368
ATR 0.127 0.123 -0.004 -3.1% 0.000
Volume 22,509 23,944 1,435 6.4% 84,140
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.168 5.142 5.013
R3 5.096 5.070 4.993
R2 5.024 5.024 4.986
R1 4.998 4.998 4.980 5.011
PP 4.952 4.952 4.952 4.958
S1 4.926 4.926 4.966 4.939
S2 4.880 4.880 4.960
S3 4.808 4.854 4.953
S4 4.736 4.782 4.933
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 5.207 4.869 0.338 6.8% 0.110 2.2% 31% False False 21,233
10 5.468 4.869 0.599 12.0% 0.127 2.6% 17% False False 19,757
20 5.468 4.869 0.599 12.0% 0.116 2.3% 17% False False 17,017
40 5.949 4.869 1.080 21.7% 0.129 2.6% 10% False False 15,063
60 5.949 4.869 1.080 21.7% 0.131 2.6% 10% False False 13,878
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 5.283
2.618 5.165
1.618 5.093
1.000 5.049
0.618 5.021
HIGH 4.977
0.618 4.949
0.500 4.941
0.382 4.933
LOW 4.905
0.618 4.861
1.000 4.833
1.618 4.789
2.618 4.717
4.250 4.599
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 4.962 4.966
PP 4.952 4.960
S1 4.941 4.953

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

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