NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 4.998 5.008 0.010 0.2% 5.176
High 5.010 5.008 -0.002 0.0% 5.182
Low 4.968 4.848 -0.120 -2.4% 4.869
Close 5.002 4.865 -0.137 -2.7% 5.002
Range 0.042 0.160 0.118 281.0% 0.313
ATR 0.117 0.120 0.003 2.6% 0.000
Volume 18,477 11,254 -7,223 -39.1% 104,491
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.387 5.286 4.953
R3 5.227 5.126 4.909
R2 5.067 5.067 4.894
R1 4.966 4.966 4.880 4.937
PP 4.907 4.907 4.907 4.892
S1 4.806 4.806 4.850 4.777
S2 4.747 4.747 4.836
S3 4.587 4.646 4.821
S4 4.427 4.486 4.777
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.957 5.792 5.174
R3 5.644 5.479 5.088
R2 5.331 5.331 5.059
R1 5.166 5.166 5.031 5.092
PP 5.018 5.018 5.018 4.981
S1 4.853 4.853 4.973 4.779
S2 4.705 4.705 4.945
S3 4.392 4.540 4.916
S4 4.079 4.227 4.830
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.037 4.848 0.189 3.9% 0.093 1.9% 9% False True 19,349
10 5.361 4.848 0.513 10.5% 0.117 2.4% 3% False True 18,476
20 5.468 4.848 0.620 12.7% 0.117 2.4% 3% False True 16,581
40 5.904 4.848 1.056 21.7% 0.127 2.6% 2% False True 15,061
60 5.949 4.848 1.101 22.6% 0.129 2.7% 2% False True 13,970
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.688
2.618 5.427
1.618 5.267
1.000 5.168
0.618 5.107
HIGH 5.008
0.618 4.947
0.500 4.928
0.382 4.909
LOW 4.848
0.618 4.749
1.000 4.688
1.618 4.589
2.618 4.429
4.250 4.168
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 4.928 4.929
PP 4.907 4.908
S1 4.886 4.886

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

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