NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 5.560 5.597 0.037 0.7% 5.774
High 5.706 5.604 -0.102 -1.8% 5.880
Low 5.560 5.404 -0.156 -2.8% 5.265
Close 5.583 5.573 -0.010 -0.2% 5.322
Range 0.146 0.200 0.054 37.0% 0.615
ATR 0.194 0.194 0.000 0.2% 0.000
Volume 4,531 3,751 -780 -17.2% 17,628
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.127 6.050 5.683
R3 5.927 5.850 5.628
R2 5.727 5.727 5.610
R1 5.650 5.650 5.591 5.589
PP 5.527 5.527 5.527 5.496
S1 5.450 5.450 5.555 5.389
S2 5.327 5.327 5.536
S3 5.127 5.250 5.518
S4 4.927 5.050 5.463
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 5.290 0.416 7.5% 0.161 2.9% 68% False False 4,011
10 5.894 5.265 0.629 11.3% 0.162 2.9% 49% False False 3,455
20 6.050 5.265 0.785 14.1% 0.174 3.1% 39% False False 3,900
40 6.075 5.241 0.834 15.0% 0.181 3.3% 40% False False 3,153
60 6.075 4.848 1.227 22.0% 0.181 3.2% 59% False False 2,636
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 6.454
2.618 6.128
1.618 5.928
1.000 5.804
0.618 5.728
HIGH 5.604
0.618 5.528
0.500 5.504
0.382 5.480
LOW 5.404
0.618 5.280
1.000 5.204
1.618 5.080
2.618 4.880
4.250 4.554
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 5.550 5.567
PP 5.527 5.561
S1 5.504 5.555

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

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