NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 4.819 4.714 -0.105 -2.2% 5.008
High 4.819 4.737 -0.082 -1.7% 5.008
Low 4.745 4.670 -0.075 -1.6% 4.745
Close 4.752 4.684 -0.068 -1.4% 4.752
Range 0.074 0.067 -0.007 -9.5% 0.263
ATR 0.115 0.113 -0.002 -2.1% 0.000
Volume 13,548 10,084 -3,464 -25.6% 59,943
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.898 4.858 4.721
R3 4.831 4.791 4.702
R2 4.764 4.764 4.696
R1 4.724 4.724 4.690 4.711
PP 4.697 4.697 4.697 4.690
S1 4.657 4.657 4.678 4.644
S2 4.630 4.630 4.672
S3 4.563 4.590 4.666
S4 4.496 4.523 4.647
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.624 5.451 4.897
R3 5.361 5.188 4.824
R2 5.098 5.098 4.800
R1 4.925 4.925 4.776 4.880
PP 4.835 4.835 4.835 4.813
S1 4.662 4.662 4.728 4.617
S2 4.572 4.572 4.704
S3 4.309 4.399 4.680
S4 4.046 4.136 4.607
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.975 4.670 0.305 6.5% 0.095 2.0% 5% False True 11,754
10 5.037 4.670 0.367 7.8% 0.094 2.0% 4% False True 15,552
20 5.468 4.670 0.798 17.0% 0.115 2.4% 2% False True 16,921
40 5.705 4.670 1.035 22.1% 0.121 2.6% 1% False True 15,206
60 5.949 4.670 1.279 27.3% 0.127 2.7% 1% False True 14,358
80 5.949 4.670 1.279 27.3% 0.124 2.6% 1% False True 13,281
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 0.012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.022
2.618 4.912
1.618 4.845
1.000 4.804
0.618 4.778
HIGH 4.737
0.618 4.711
0.500 4.704
0.382 4.696
LOW 4.670
0.618 4.629
1.000 4.603
1.618 4.562
2.618 4.495
4.250 4.385
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 4.704 4.823
PP 4.697 4.776
S1 4.691 4.730

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

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