NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 5.368 5.591 0.223 4.2% 5.774
High 5.450 5.590 0.140 2.6% 5.880
Low 5.290 5.406 0.116 2.2% 5.265
Close 5.322 5.591 0.269 5.1% 5.322
Range 0.160 0.184 0.024 15.0% 0.615
ATR 0.198 0.203 0.005 2.5% 0.000
Volume 5,443 3,220 -2,223 -40.8% 17,628
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.081 6.020 5.692
R3 5.897 5.836 5.642
R2 5.713 5.713 5.625
R1 5.652 5.652 5.608 5.683
PP 5.529 5.529 5.529 5.545
S1 5.468 5.468 5.574 5.499
S2 5.345 5.345 5.557
S3 5.161 5.284 5.540
S4 4.977 5.100 5.490
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.334 6.943 5.660
R3 6.719 6.328 5.491
R2 6.104 6.104 5.435
R1 5.713 5.713 5.378 5.601
PP 5.489 5.489 5.489 5.433
S1 5.098 5.098 5.266 4.986
S2 4.874 4.874 5.209
S3 4.259 4.483 5.153
S4 3.644 3.868 4.984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.713 5.265 0.448 8.0% 0.174 3.1% 73% False False 3,635
10 5.894 5.265 0.629 11.3% 0.161 2.9% 52% False False 3,375
20 6.050 5.265 0.785 14.0% 0.176 3.2% 42% False False 3,704
40 6.075 4.848 1.227 21.9% 0.185 3.3% 61% False False 3,066
60 6.075 4.848 1.227 21.9% 0.179 3.2% 61% False False 2,508
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.041
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.372
2.618 6.072
1.618 5.888
1.000 5.774
0.618 5.704
HIGH 5.590
0.618 5.520
0.500 5.498
0.382 5.476
LOW 5.406
0.618 5.292
1.000 5.222
1.618 5.108
2.618 4.924
4.250 4.624
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 5.560 5.537
PP 5.529 5.482
S1 5.498 5.428

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

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