NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 4.578 4.525 -0.053 -1.2% 4.714
High 4.604 4.642 0.038 0.8% 4.737
Low 4.487 4.467 -0.020 -0.4% 4.487
Close 4.493 4.611 0.118 2.6% 4.493
Range 0.117 0.175 0.058 49.6% 0.250
ATR 0.109 0.113 0.005 4.4% 0.000
Volume 20,806 19,542 -1,264 -6.1% 78,055
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.098 5.030 4.707
R3 4.923 4.855 4.659
R2 4.748 4.748 4.643
R1 4.680 4.680 4.627 4.714
PP 4.573 4.573 4.573 4.591
S1 4.505 4.505 4.595 4.539
S2 4.398 4.398 4.579
S3 4.223 4.330 4.563
S4 4.048 4.155 4.515
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 4.678 4.467 0.211 4.6% 0.109 2.4% 68% False True 17,502
10 4.975 4.467 0.508 11.0% 0.102 2.2% 28% False True 14,628
20 5.361 4.467 0.894 19.4% 0.109 2.4% 16% False True 16,552
40 5.593 4.467 1.126 24.4% 0.115 2.5% 13% False True 15,811
60 5.949 4.467 1.482 32.1% 0.123 2.7% 10% False True 14,812
80 5.949 4.467 1.482 32.1% 0.125 2.7% 10% False True 13,827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.386
2.618 5.100
1.618 4.925
1.000 4.817
0.618 4.750
HIGH 4.642
0.618 4.575
0.500 4.555
0.382 4.534
LOW 4.467
0.618 4.359
1.000 4.292
1.618 4.184
2.618 4.009
4.250 3.723
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 4.592 4.592
PP 4.573 4.573
S1 4.555 4.555

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

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