NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 5.250 5.291 0.041 0.8% 5.288
High 5.291 5.350 0.059 1.1% 5.402
Low 5.215 5.145 -0.070 -1.3% 5.218
Close 5.285 5.184 -0.101 -1.9% 5.390
Range 0.076 0.205 0.129 169.7% 0.184
ATR 0.123 0.129 0.006 4.7% 0.000
Volume 16,790 13,611 -3,179 -18.9% 88,556
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.841 5.718 5.297
R3 5.636 5.513 5.240
R2 5.431 5.431 5.222
R1 5.308 5.308 5.203 5.267
PP 5.226 5.226 5.226 5.206
S1 5.103 5.103 5.165 5.062
S2 5.021 5.021 5.146
S3 4.816 4.898 5.128
S4 4.611 4.693 5.071
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 5.145 0.323 6.2% 0.144 2.8% 12% False True 18,282
10 5.468 5.145 0.323 6.2% 0.124 2.4% 12% False True 16,647
20 5.468 5.136 0.332 6.4% 0.117 2.3% 14% False False 15,641
40 5.949 5.136 0.813 15.7% 0.129 2.5% 6% False False 14,091
60 5.949 5.136 0.813 15.7% 0.132 2.5% 6% False False 13,161
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 0.039
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 6.221
2.618 5.887
1.618 5.682
1.000 5.555
0.618 5.477
HIGH 5.350
0.618 5.272
0.500 5.248
0.382 5.223
LOW 5.145
0.618 5.018
1.000 4.940
1.618 4.813
2.618 4.608
4.250 4.274
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 5.248 5.253
PP 5.226 5.230
S1 5.205 5.207

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

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