NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 5.294 5.286 -0.008 -0.2% 5.241
High 5.330 5.393 0.063 1.2% 5.390
Low 5.252 5.247 -0.005 -0.1% 5.180
Close 5.290 5.282 -0.008 -0.2% 5.292
Range 0.078 0.146 0.068 87.2% 0.210
ATR 0.120 0.122 0.002 1.5% 0.000
Volume 8,743 9,985 1,242 14.2% 57,751
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.745 5.660 5.362
R3 5.599 5.514 5.322
R2 5.453 5.453 5.309
R1 5.368 5.368 5.295 5.338
PP 5.307 5.307 5.307 5.292
S1 5.222 5.222 5.269 5.192
S2 5.161 5.161 5.255
S3 5.015 5.076 5.242
S4 4.869 4.930 5.202
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.917 5.815 5.408
R3 5.707 5.605 5.350
R2 5.497 5.497 5.331
R1 5.395 5.395 5.311 5.446
PP 5.287 5.287 5.287 5.313
S1 5.185 5.185 5.273 5.236
S2 5.077 5.077 5.254
S3 4.867 4.975 5.234
S4 4.657 4.765 5.177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.393 5.218 0.175 3.3% 0.107 2.0% 37% True False 10,822
10 5.393 5.136 0.257 4.9% 0.114 2.2% 57% True False 12,326
20 5.611 5.136 0.475 9.0% 0.123 2.3% 31% False False 13,611
40 5.949 5.136 0.813 15.4% 0.132 2.5% 18% False False 13,005
60 5.949 5.136 0.813 15.4% 0.127 2.4% 18% False False 12,018
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.014
2.618 5.775
1.618 5.629
1.000 5.539
0.618 5.483
HIGH 5.393
0.618 5.337
0.500 5.320
0.382 5.303
LOW 5.247
0.618 5.157
1.000 5.101
1.618 5.011
2.618 4.865
4.250 4.627
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 5.320 5.306
PP 5.307 5.298
S1 5.295 5.290

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

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