NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 4.678 4.645 -0.033 -0.7% 5.008
High 4.678 4.645 -0.033 -0.7% 5.008
Low 4.620 4.524 -0.096 -2.1% 4.745
Close 4.636 4.567 -0.069 -1.5% 4.752
Range 0.058 0.121 0.063 108.6% 0.263
ATR 0.110 0.110 0.001 0.7% 0.000
Volume 15,401 11,582 -3,819 -24.8% 59,943
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.942 4.875 4.634
R3 4.821 4.754 4.600
R2 4.700 4.700 4.589
R1 4.633 4.633 4.578 4.606
PP 4.579 4.579 4.579 4.565
S1 4.512 4.512 4.556 4.485
S2 4.458 4.458 4.545
S3 4.337 4.391 4.534
S4 4.216 4.270 4.500
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 4.524 0.451 9.9% 0.102 2.2% 10% False True 12,258
10 5.010 4.524 0.486 10.6% 0.093 2.0% 9% False True 13,943
20 5.468 4.524 0.944 20.7% 0.112 2.5% 5% False True 17,334
40 5.611 4.524 1.087 23.8% 0.118 2.6% 4% False True 15,472
60 5.949 4.524 1.425 31.2% 0.126 2.8% 3% False True 14,448
80 5.949 4.524 1.425 31.2% 0.123 2.7% 3% False True 13,347
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.159
2.618 4.962
1.618 4.841
1.000 4.766
0.618 4.720
HIGH 4.645
0.618 4.599
0.500 4.585
0.382 4.570
LOW 4.524
0.618 4.449
1.000 4.403
1.618 4.328
2.618 4.207
4.250 4.010
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 4.585 4.631
PP 4.579 4.609
S1 4.573 4.588

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

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