NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 5.008 4.868 -0.140 -2.8% 5.176
High 5.008 4.903 -0.105 -2.1% 5.182
Low 4.848 4.826 -0.022 -0.5% 4.869
Close 4.865 4.869 0.004 0.1% 5.002
Range 0.160 0.077 -0.083 -51.9% 0.313
ATR 0.120 0.117 -0.003 -2.6% 0.000
Volume 11,254 13,270 2,016 17.9% 104,491
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.097 5.060 4.911
R3 5.020 4.983 4.890
R2 4.943 4.943 4.883
R1 4.906 4.906 4.876 4.925
PP 4.866 4.866 4.866 4.875
S1 4.829 4.829 4.862 4.848
S2 4.789 4.789 4.855
S3 4.712 4.752 4.848
S4 4.635 4.675 4.827
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 5.010 4.826 0.184 3.8% 0.090 1.8% 23% False True 17,890
10 5.350 4.826 0.524 10.8% 0.111 2.3% 8% False True 17,956
20 5.468 4.826 0.642 13.2% 0.115 2.4% 7% False True 16,906
40 5.750 4.826 0.924 19.0% 0.122 2.5% 5% False True 15,092
60 5.949 4.826 1.123 23.1% 0.129 2.6% 4% False True 14,033
Crabel Price Patterns
NR True
NR4 False
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.230
2.618 5.105
1.618 5.028
1.000 4.980
0.618 4.951
HIGH 4.903
0.618 4.874
0.500 4.865
0.382 4.855
LOW 4.826
0.618 4.778
1.000 4.749
1.618 4.701
2.618 4.624
4.250 4.499
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 4.868 4.918
PP 4.866 4.902
S1 4.865 4.885

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

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