NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 4.882 4.810 -0.072 -1.5% 5.176
High 4.896 4.975 0.079 1.6% 5.182
Low 4.830 4.786 -0.044 -0.9% 4.869
Close 4.872 4.810 -0.062 -1.3% 5.002
Range 0.066 0.189 0.123 186.4% 0.313
ATR 0.113 0.119 0.005 4.8% 0.000
Volume 11,192 10,679 -513 -4.6% 104,491
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.424 5.306 4.914
R3 5.235 5.117 4.862
R2 5.046 5.046 4.845
R1 4.928 4.928 4.827 4.905
PP 4.857 4.857 4.857 4.845
S1 4.739 4.739 4.793 4.716
S2 4.668 4.668 4.775
S3 4.479 4.550 4.758
S4 4.290 4.361 4.706
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 5.010 4.786 0.224 4.7% 0.107 2.2% 11% False True 12,974
10 5.207 4.786 0.421 8.8% 0.109 2.3% 6% False True 17,103
20 5.468 4.786 0.682 14.2% 0.116 2.4% 4% False True 16,875
40 5.750 4.786 0.964 20.0% 0.122 2.5% 2% False True 15,067
60 5.949 4.786 1.163 24.2% 0.129 2.7% 2% False True 14,197
80 5.949 4.786 1.163 24.2% 0.127 2.6% 2% False True 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 0.010
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.778
2.618 5.470
1.618 5.281
1.000 5.164
0.618 5.092
HIGH 4.975
0.618 4.903
0.500 4.881
0.382 4.858
LOW 4.786
0.618 4.669
1.000 4.597
1.618 4.480
2.618 4.291
4.250 3.983
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 4.881 4.881
PP 4.857 4.857
S1 4.834 4.834

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

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