NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 4.714 4.678 -0.036 -0.8% 5.008
High 4.737 4.678 -0.059 -1.2% 5.008
Low 4.670 4.620 -0.050 -1.1% 4.745
Close 4.684 4.636 -0.048 -1.0% 4.752
Range 0.067 0.058 -0.009 -13.4% 0.263
ATR 0.113 0.110 -0.004 -3.1% 0.000
Volume 10,084 15,401 5,317 52.7% 59,943
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.819 4.785 4.668
R3 4.761 4.727 4.652
R2 4.703 4.703 4.647
R1 4.669 4.669 4.641 4.657
PP 4.645 4.645 4.645 4.639
S1 4.611 4.611 4.631 4.599
S2 4.587 4.587 4.625
S3 4.529 4.553 4.620
S4 4.471 4.495 4.604
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 4.620 0.355 7.7% 0.091 2.0% 5% False True 12,180
10 5.010 4.620 0.390 8.4% 0.090 1.9% 4% False True 15,035
20 5.468 4.620 0.848 18.3% 0.114 2.5% 2% False True 17,254
40 5.624 4.620 1.004 21.7% 0.120 2.6% 2% False True 15,408
60 5.949 4.620 1.329 28.7% 0.127 2.7% 1% False True 14,410
80 5.949 4.620 1.329 28.7% 0.123 2.7% 1% False True 13,297
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.925
2.618 4.830
1.618 4.772
1.000 4.736
0.618 4.714
HIGH 4.678
0.618 4.656
0.500 4.649
0.382 4.642
LOW 4.620
0.618 4.584
1.000 4.562
1.618 4.526
2.618 4.468
4.250 4.374
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 4.649 4.720
PP 4.645 4.692
S1 4.640 4.664

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

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