NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 4.584 4.574 -0.010 -0.2% 4.714
High 4.669 4.590 -0.079 -1.7% 4.737
Low 4.559 4.487 -0.072 -1.6% 4.487
Close 4.584 4.543 -0.041 -0.9% 4.493
Range 0.110 0.103 -0.007 -6.4% 0.250
ATR 0.112 0.111 -0.001 -0.6% 0.000
Volume 21,298 23,320 2,022 9.5% 78,055
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.849 4.799 4.600
R3 4.746 4.696 4.571
R2 4.643 4.643 4.562
R1 4.593 4.593 4.552 4.567
PP 4.540 4.540 4.540 4.527
S1 4.490 4.490 4.534 4.464
S2 4.437 4.437 4.524
S3 4.334 4.387 4.515
S4 4.231 4.284 4.486
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% 0.120 2.6% 36% False False 19,622
10 4.819 4.467 0.352 7.7% 0.100 2.2% 22% False False 16,891
20 5.207 4.467 0.740 16.3% 0.104 2.3% 10% False False 16,997
40 5.468 4.467 1.001 22.0% 0.111 2.4% 8% False False 16,319
60 5.949 4.467 1.482 32.6% 0.121 2.7% 5% False False 15,060
80 5.949 4.467 1.482 32.6% 0.125 2.7% 5% False False 14,120
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 2 trading days
Fibonacci Retracements and Extensions
4.250 5.028
2.618 4.860
1.618 4.757
1.000 4.693
0.618 4.654
HIGH 4.590
0.618 4.551
0.500 4.539
0.382 4.526
LOW 4.487
0.618 4.423
1.000 4.384
1.618 4.320
2.618 4.217
4.250 4.049
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 4.542 4.583
PP 4.540 4.569
S1 4.539 4.556

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

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