NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 4.645 4.582 -0.063 -1.4% 5.008
High 4.645 4.615 -0.030 -0.6% 5.008
Low 4.524 4.540 0.016 0.4% 4.745
Close 4.567 4.569 0.002 0.0% 4.752
Range 0.121 0.075 -0.046 -38.0% 0.263
ATR 0.110 0.108 -0.003 -2.3% 0.000
Volume 11,582 20,182 8,600 74.3% 59,943
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.800 4.759 4.610
R3 4.725 4.684 4.590
R2 4.650 4.650 4.583
R1 4.609 4.609 4.576 4.592
PP 4.575 4.575 4.575 4.566
S1 4.534 4.534 4.562 4.517
S2 4.500 4.500 4.555
S3 4.425 4.459 4.548
S4 4.350 4.384 4.528
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 4.819 4.524 0.295 6.5% 0.079 1.7% 15% False False 14,159
10 5.010 4.524 0.486 10.6% 0.093 2.0% 9% False False 13,566
20 5.468 4.524 0.944 20.7% 0.110 2.4% 5% False False 16,662
40 5.611 4.524 1.087 23.8% 0.118 2.6% 4% False False 15,665
60 5.949 4.524 1.425 31.2% 0.125 2.7% 3% False False 14,651
80 5.949 4.524 1.425 31.2% 0.123 2.7% 3% False False 13,518
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.934
2.618 4.811
1.618 4.736
1.000 4.690
0.618 4.661
HIGH 4.615
0.618 4.586
0.500 4.578
0.382 4.569
LOW 4.540
0.618 4.494
1.000 4.465
1.618 4.419
2.618 4.344
4.250 4.221
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 4.578 4.601
PP 4.575 4.590
S1 4.572 4.580

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

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