NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 5.626 5.560 -0.066 -1.2% 5.774
High 5.671 5.706 0.035 0.6% 5.880
Low 5.555 5.560 0.005 0.1% 5.265
Close 5.626 5.583 -0.043 -0.8% 5.322
Range 0.116 0.146 0.030 25.9% 0.615
ATR 0.197 0.194 -0.004 -1.9% 0.000
Volume 3,112 4,531 1,419 45.6% 17,628
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.054 5.965 5.663
R3 5.908 5.819 5.623
R2 5.762 5.762 5.610
R1 5.673 5.673 5.596 5.718
PP 5.616 5.616 5.616 5.639
S1 5.527 5.527 5.570 5.572
S2 5.470 5.470 5.556
S3 5.324 5.381 5.543
S4 5.178 5.235 5.503
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 5.706 5.265 0.441 7.9% 0.155 2.8% 72% True False 4,108
10 5.894 5.265 0.629 11.3% 0.158 2.8% 51% False False 3,233
20 6.050 5.265 0.785 14.1% 0.174 3.1% 41% False False 3,825
40 6.075 5.021 1.054 18.9% 0.184 3.3% 53% False False 3,122
60 6.075 4.848 1.227 22.0% 0.179 3.2% 60% False False 2,594
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.327
2.618 6.088
1.618 5.942
1.000 5.852
0.618 5.796
HIGH 5.706
0.618 5.650
0.500 5.633
0.382 5.616
LOW 5.560
0.618 5.470
1.000 5.414
1.618 5.324
2.618 5.178
4.250 4.940
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 5.633 5.574
PP 5.616 5.565
S1 5.600 5.556

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

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