NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 4.640 4.584 -0.056 -1.2% 4.714
High 4.678 4.669 -0.009 -0.2% 4.737
Low 4.582 4.559 -0.023 -0.5% 4.487
Close 4.654 4.584 -0.070 -1.5% 4.493
Range 0.096 0.110 0.014 14.6% 0.250
ATR 0.112 0.112 0.000 -0.1% 0.000
Volume 13,147 21,298 8,151 62.0% 78,055
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.934 4.869 4.645
R3 4.824 4.759 4.614
R2 4.714 4.714 4.604
R1 4.649 4.649 4.594 4.639
PP 4.604 4.604 4.604 4.599
S1 4.539 4.539 4.574 4.529
S2 4.494 4.494 4.564
S3 4.384 4.429 4.554
S4 4.274 4.319 4.524
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% 0.115 2.5% 55% False False 18,995
10 4.975 4.467 0.508 11.1% 0.108 2.4% 23% False False 15,626
20 5.350 4.467 0.883 19.3% 0.109 2.4% 13% False False 16,511
40 5.468 4.467 1.001 21.8% 0.113 2.5% 12% False False 16,165
60 5.949 4.467 1.482 32.3% 0.121 2.6% 8% False False 14,861
80 5.949 4.467 1.482 32.3% 0.124 2.7% 8% False False 13,977
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.137
2.618 4.957
1.618 4.847
1.000 4.779
0.618 4.737
HIGH 4.669
0.618 4.627
0.500 4.614
0.382 4.601
LOW 4.559
0.618 4.491
1.000 4.449
1.618 4.381
2.618 4.271
4.250 4.092
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 4.614 4.580
PP 4.604 4.576
S1 4.594 4.573

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

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