NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 4.542 4.594 0.052 1.1% 4.525
High 4.651 4.634 -0.017 -0.4% 4.678
Low 4.532 4.480 -0.052 -1.1% 4.467
Close 4.648 4.571 -0.077 -1.7% 4.648
Range 0.119 0.154 0.035 29.4% 0.211
ATR 0.112 0.116 0.004 3.6% 0.000
Volume 26,458 19,996 -6,462 -24.4% 103,765
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.024 4.951 4.656
R3 4.870 4.797 4.613
R2 4.716 4.716 4.599
R1 4.643 4.643 4.585 4.603
PP 4.562 4.562 4.562 4.541
S1 4.489 4.489 4.557 4.449
S2 4.408 4.408 4.543
S3 4.254 4.335 4.529
S4 4.100 4.181 4.486
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 4.480 0.198 4.3% 0.116 2.5% 46% False True 20,843
10 4.678 4.467 0.211 4.6% 0.113 2.5% 49% False False 19,173
20 5.037 4.467 0.570 12.5% 0.103 2.3% 18% False False 17,362
40 5.468 4.467 1.001 21.9% 0.113 2.5% 10% False False 16,619
60 5.949 4.467 1.482 32.4% 0.122 2.7% 7% False False 15,373
80 5.949 4.467 1.482 32.4% 0.126 2.8% 7% False False 14,430
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.289
2.618 5.037
1.618 4.883
1.000 4.788
0.618 4.729
HIGH 4.634
0.618 4.575
0.500 4.557
0.382 4.539
LOW 4.480
0.618 4.385
1.000 4.326
1.618 4.231
2.618 4.077
4.250 3.826
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 4.566 4.569
PP 4.562 4.567
S1 4.557 4.566

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

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