NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 5.711 5.790 0.079 1.4% 5.804
High 5.795 5.851 0.056 1.0% 5.960
Low 5.696 5.701 0.005 0.1% 5.622
Close 5.711 5.784 0.073 1.3% 5.901
Range 0.099 0.150 0.051 51.5% 0.338
ATR 0.197 0.194 -0.003 -1.7% 0.000
Volume 1,876 1,525 -351 -18.7% 9,761
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.229 6.156 5.867
R3 6.079 6.006 5.825
R2 5.929 5.929 5.812
R1 5.856 5.856 5.798 5.818
PP 5.779 5.779 5.779 5.759
S1 5.706 5.706 5.770 5.668
S2 5.629 5.629 5.757
S3 5.479 5.556 5.743
S4 5.329 5.406 5.702
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.842 6.709 6.087
R3 6.504 6.371 5.994
R2 6.166 6.166 5.963
R1 6.033 6.033 5.932 6.100
PP 5.828 5.828 5.828 5.861
S1 5.695 5.695 5.870 5.762
S2 5.490 5.490 5.839
S3 5.152 5.357 5.808
S4 4.814 5.019 5.715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.960 5.696 0.264 4.6% 0.140 2.4% 33% False False 1,838
10 6.111 5.622 0.489 8.5% 0.159 2.8% 33% False False 2,558
20 6.111 5.622 0.489 8.5% 0.162 2.8% 33% False False 2,559
40 6.111 4.920 1.191 20.6% 0.180 3.1% 73% False False 2,573
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.489
2.618 6.244
1.618 6.094
1.000 6.001
0.618 5.944
HIGH 5.851
0.618 5.794
0.500 5.776
0.382 5.758
LOW 5.701
0.618 5.608
1.000 5.551
1.618 5.458
2.618 5.308
4.250 5.064
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 5.781 5.781
PP 5.779 5.777
S1 5.776 5.774

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

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