NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 4.582 4.578 -0.004 -0.1% 4.714
High 4.615 4.604 -0.011 -0.2% 4.737
Low 4.540 4.487 -0.053 -1.2% 4.487
Close 4.569 4.493 -0.076 -1.7% 4.493
Range 0.075 0.117 0.042 56.0% 0.250
ATR 0.108 0.109 0.001 0.6% 0.000
Volume 20,182 20,806 624 3.1% 78,055
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.879 4.803 4.557
R3 4.762 4.686 4.525
R2 4.645 4.645 4.514
R1 4.569 4.569 4.504 4.549
PP 4.528 4.528 4.528 4.518
S1 4.452 4.452 4.482 4.432
S2 4.411 4.411 4.472
S3 4.294 4.335 4.461
S4 4.177 4.218 4.429
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.322 5.158 4.631
R3 5.072 4.908 4.562
R2 4.822 4.822 4.539
R1 4.658 4.658 4.516 4.615
PP 4.572 4.572 4.572 4.551
S1 4.408 4.408 4.470 4.365
S2 4.322 4.322 4.447
S3 4.072 4.158 4.424
S4 3.822 3.908 4.356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.737 4.487 0.250 5.6% 0.088 1.9% 2% False True 15,611
10 5.008 4.487 0.521 11.6% 0.100 2.2% 1% False True 13,799
20 5.468 4.487 0.981 21.8% 0.111 2.5% 1% False True 16,331
40 5.593 4.487 1.106 24.6% 0.114 2.5% 1% False True 15,792
60 5.949 4.487 1.462 32.5% 0.123 2.7% 0% False True 14,817
80 5.949 4.487 1.462 32.5% 0.124 2.8% 0% False True 13,679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.101
2.618 4.910
1.618 4.793
1.000 4.721
0.618 4.676
HIGH 4.604
0.618 4.559
0.500 4.546
0.382 4.532
LOW 4.487
0.618 4.415
1.000 4.370
1.618 4.298
2.618 4.181
4.250 3.990
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 4.546 4.566
PP 4.528 4.542
S1 4.511 4.517

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

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