NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 4.906 4.998 0.092 1.9% 5.176
High 4.977 5.010 0.033 0.7% 5.182
Low 4.905 4.968 0.063 1.3% 4.869
Close 4.973 5.002 0.029 0.6% 5.002
Range 0.072 0.042 -0.030 -41.7% 0.313
ATR 0.123 0.117 -0.006 -4.7% 0.000
Volume 23,944 18,477 -5,467 -22.8% 104,491
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.119 5.103 5.025
R3 5.077 5.061 5.014
R2 5.035 5.035 5.010
R1 5.019 5.019 5.006 5.027
PP 4.993 4.993 4.993 4.998
S1 4.977 4.977 4.998 4.985
S2 4.951 4.951 4.994
S3 4.909 4.935 4.990
S4 4.867 4.893 4.979
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.957 5.792 5.174
R3 5.644 5.479 5.088
R2 5.331 5.331 5.059
R1 5.166 5.166 5.031 5.092
PP 5.018 5.018 5.018 4.981
S1 4.853 4.853 4.973 4.779
S2 4.705 4.705 4.945
S3 4.392 4.540 4.916
S4 4.079 4.227 4.830
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.182 4.869 0.313 6.3% 0.097 1.9% 42% False False 20,898
10 5.468 4.869 0.599 12.0% 0.121 2.4% 22% False False 18,863
20 5.468 4.869 0.599 12.0% 0.112 2.2% 22% False False 16,746
40 5.949 4.869 1.080 21.6% 0.127 2.5% 12% False False 15,130
60 5.949 4.869 1.080 21.6% 0.129 2.6% 12% False False 13,931
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 5.189
2.618 5.120
1.618 5.078
1.000 5.052
0.618 5.036
HIGH 5.010
0.618 4.994
0.500 4.989
0.382 4.984
LOW 4.968
0.618 4.942
1.000 4.926
1.618 4.900
2.618 4.858
4.250 4.790
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 4.998 4.981
PP 4.993 4.960
S1 4.989 4.940

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

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