NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 4.525 4.640 0.115 2.5% 4.714
High 4.642 4.678 0.036 0.8% 4.737
Low 4.467 4.582 0.115 2.6% 4.487
Close 4.611 4.654 0.043 0.9% 4.493
Range 0.175 0.096 -0.079 -45.1% 0.250
ATR 0.113 0.112 -0.001 -1.1% 0.000
Volume 19,542 13,147 -6,395 -32.7% 78,055
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.926 4.886 4.707
R3 4.830 4.790 4.680
R2 4.734 4.734 4.672
R1 4.694 4.694 4.663 4.714
PP 4.638 4.638 4.638 4.648
S1 4.598 4.598 4.645 4.618
S2 4.542 4.542 4.636
S3 4.446 4.502 4.628
S4 4.350 4.406 4.601
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 4.5% 0.117 2.5% 89% True False 17,051
10 4.975 4.467 0.508 10.9% 0.104 2.2% 37% False False 14,616
20 5.350 4.467 0.883 19.0% 0.108 2.3% 21% False False 16,286
40 5.519 4.467 1.052 22.6% 0.113 2.4% 18% False False 15,876
60 5.949 4.467 1.482 31.8% 0.122 2.6% 13% False False 14,686
80 5.949 4.467 1.482 31.8% 0.125 2.7% 13% False False 13,849
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.086
2.618 4.929
1.618 4.833
1.000 4.774
0.618 4.737
HIGH 4.678
0.618 4.641
0.500 4.630
0.382 4.619
LOW 4.582
0.618 4.523
1.000 4.486
1.618 4.427
2.618 4.331
4.250 4.174
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 4.646 4.627
PP 4.638 4.600
S1 4.630 4.573

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

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