NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 5.342 5.412 0.070 1.3% 5.288
High 5.402 5.468 0.066 1.2% 5.402
Low 5.292 5.267 -0.025 -0.5% 5.218
Close 5.390 5.282 -0.108 -2.0% 5.390
Range 0.110 0.201 0.091 82.7% 0.184
ATR 0.121 0.127 0.006 4.7% 0.000
Volume 27,425 15,125 -12,300 -44.8% 88,556
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.942 5.813 5.393
R3 5.741 5.612 5.337
R2 5.540 5.540 5.319
R1 5.411 5.411 5.300 5.375
PP 5.339 5.339 5.339 5.321
S1 5.210 5.210 5.264 5.174
S2 5.138 5.138 5.245
S3 4.937 5.009 5.227
S4 4.736 4.808 5.171
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.889 5.823 5.491
R3 5.705 5.639 5.441
R2 5.521 5.521 5.424
R1 5.455 5.455 5.407 5.488
PP 5.337 5.337 5.337 5.353
S1 5.271 5.271 5.373 5.304
S2 5.153 5.153 5.356
S3 4.969 5.087 5.339
S4 4.785 4.903 5.289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.468 5.247 0.221 4.2% 0.131 2.5% 16% True False 18,979
10 5.468 5.180 0.288 5.5% 0.117 2.2% 35% True False 14,687
20 5.593 5.136 0.457 8.7% 0.120 2.3% 32% False False 15,070
40 5.949 5.136 0.813 15.4% 0.131 2.5% 18% False False 13,942
60 5.949 5.136 0.813 15.4% 0.130 2.5% 18% False False 12,919
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 0.035
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6.322
2.618 5.994
1.618 5.793
1.000 5.669
0.618 5.592
HIGH 5.468
0.618 5.391
0.500 5.368
0.382 5.344
LOW 5.267
0.618 5.143
1.000 5.066
1.618 4.942
2.618 4.741
4.250 4.413
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 5.368 5.363
PP 5.339 5.336
S1 5.311 5.309

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

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