NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 5.591 5.626 0.035 0.6% 5.774
High 5.590 5.671 0.081 1.4% 5.880
Low 5.406 5.555 0.149 2.8% 5.265
Close 5.591 5.626 0.035 0.6% 5.322
Range 0.184 0.116 -0.068 -37.0% 0.615
ATR 0.203 0.197 -0.006 -3.1% 0.000
Volume 3,220 3,112 -108 -3.4% 17,628
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.965 5.912 5.690
R3 5.849 5.796 5.658
R2 5.733 5.733 5.647
R1 5.680 5.680 5.637 5.684
PP 5.617 5.617 5.617 5.620
S1 5.564 5.564 5.615 5.568
S2 5.501 5.501 5.605
S3 5.385 5.448 5.594
S4 5.269 5.332 5.562
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 5.671 5.265 0.406 7.2% 0.165 2.9% 89% True False 3,766
10 5.894 5.265 0.629 11.2% 0.154 2.7% 57% False False 3,244
20 6.050 5.265 0.785 14.0% 0.176 3.1% 46% False False 3,719
40 6.075 4.928 1.147 20.4% 0.183 3.3% 61% False False 3,096
60 6.075 4.848 1.227 21.8% 0.179 3.2% 63% False False 2,545
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.164
2.618 5.975
1.618 5.859
1.000 5.787
0.618 5.743
HIGH 5.671
0.618 5.627
0.500 5.613
0.382 5.599
LOW 5.555
0.618 5.483
1.000 5.439
1.618 5.367
2.618 5.251
4.250 5.062
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 5.622 5.578
PP 5.617 5.529
S1 5.613 5.481

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

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