NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 4.574 4.542 -0.032 -0.7% 4.525
High 4.590 4.651 0.061 1.3% 4.678
Low 4.487 4.532 0.045 1.0% 4.467
Close 4.543 4.648 0.105 2.3% 4.648
Range 0.103 0.119 0.016 15.5% 0.211
ATR 0.111 0.112 0.001 0.5% 0.000
Volume 23,320 26,458 3,138 13.5% 103,765
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.967 4.927 4.713
R3 4.848 4.808 4.681
R2 4.729 4.729 4.670
R1 4.689 4.689 4.659 4.709
PP 4.610 4.610 4.610 4.621
S1 4.570 4.570 4.637 4.590
S2 4.491 4.491 4.626
S3 4.372 4.451 4.615
S4 4.253 4.332 4.583
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.231 5.150 4.764
R3 5.020 4.939 4.706
R2 4.809 4.809 4.687
R1 4.728 4.728 4.667 4.769
PP 4.598 4.598 4.598 4.618
S1 4.517 4.517 4.629 4.558
S2 4.387 4.387 4.609
S3 4.176 4.306 4.590
S4 3.965 4.095 4.532
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% 0.121 2.6% 86% False False 20,753
10 4.737 4.467 0.270 5.8% 0.104 2.2% 67% False False 18,182
20 5.182 4.467 0.715 15.4% 0.105 2.3% 25% False False 17,312
40 5.468 4.467 1.001 21.5% 0.111 2.4% 18% False False 16,464
60 5.949 4.467 1.482 31.9% 0.120 2.6% 12% False False 15,279
80 5.949 4.467 1.482 31.9% 0.125 2.7% 12% False False 14,302
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 5.157
2.618 4.963
1.618 4.844
1.000 4.770
0.618 4.725
HIGH 4.651
0.618 4.606
0.500 4.592
0.382 4.577
LOW 4.532
0.618 4.458
1.000 4.413
1.618 4.339
2.618 4.220
4.250 4.026
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 4.629 4.625
PP 4.610 4.601
S1 4.592 4.578

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

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