NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 4.810 4.819 0.009 0.2% 5.008
High 4.975 4.819 -0.156 -3.1% 5.008
Low 4.786 4.745 -0.041 -0.9% 4.745
Close 4.810 4.752 -0.058 -1.2% 4.752
Range 0.189 0.074 -0.115 -60.8% 0.263
ATR 0.119 0.115 -0.003 -2.7% 0.000
Volume 10,679 13,548 2,869 26.9% 59,943
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.994 4.947 4.793
R3 4.920 4.873 4.772
R2 4.846 4.846 4.766
R1 4.799 4.799 4.759 4.786
PP 4.772 4.772 4.772 4.765
S1 4.725 4.725 4.745 4.712
S2 4.698 4.698 4.738
S3 4.624 4.651 4.732
S4 4.550 4.577 4.711
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.624 5.451 4.897
R3 5.361 5.188 4.824
R2 5.098 5.098 4.800
R1 4.925 4.925 4.776 4.880
PP 4.835 4.835 4.835 4.813
S1 4.662 4.662 4.728 4.617
S2 4.572 4.572 4.704
S3 4.309 4.399 4.680
S4 4.046 4.136 4.607
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.008 4.745 0.263 5.5% 0.113 2.4% 3% False True 11,988
10 5.182 4.745 0.437 9.2% 0.105 2.2% 2% False True 16,443
20 5.468 4.745 0.723 15.2% 0.116 2.4% 1% False True 16,856
40 5.750 4.745 1.005 21.1% 0.121 2.6% 1% False True 15,158
60 5.949 4.745 1.204 25.3% 0.128 2.7% 1% False True 14,314
80 5.949 4.745 1.204 25.3% 0.127 2.7% 1% False True 13,244
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.134
2.618 5.013
1.618 4.939
1.000 4.893
0.618 4.865
HIGH 4.819
0.618 4.791
0.500 4.782
0.382 4.773
LOW 4.745
0.618 4.699
1.000 4.671
1.618 4.625
2.618 4.551
4.250 4.431
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 4.782 4.860
PP 4.772 4.824
S1 4.762 4.788

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

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