NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 5.597 5.639 0.042 0.8% 5.591
High 5.604 5.726 0.122 2.2% 5.726
Low 5.404 5.555 0.151 2.8% 5.404
Close 5.573 5.677 0.104 1.9% 5.677
Range 0.200 0.171 -0.029 -14.5% 0.322
ATR 0.194 0.192 -0.002 -0.8% 0.000
Volume 3,751 5,141 1,390 37.1% 19,755
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.166 6.092 5.771
R3 5.995 5.921 5.724
R2 5.824 5.824 5.708
R1 5.750 5.750 5.693 5.787
PP 5.653 5.653 5.653 5.671
S1 5.579 5.579 5.661 5.616
S2 5.482 5.482 5.646
S3 5.311 5.408 5.630
S4 5.140 5.237 5.583
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.568 6.445 5.854
R3 6.246 6.123 5.766
R2 5.924 5.924 5.736
R1 5.801 5.801 5.707 5.863
PP 5.602 5.602 5.602 5.633
S1 5.479 5.479 5.647 5.541
S2 5.280 5.280 5.618
S3 4.958 5.157 5.588
S4 4.636 4.835 5.500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.726 5.404 0.322 5.7% 0.163 2.9% 85% True False 3,951
10 5.880 5.265 0.615 10.8% 0.165 2.9% 67% False False 3,738
20 5.900 5.265 0.635 11.2% 0.172 3.0% 65% False False 4,010
40 6.075 5.241 0.834 14.7% 0.183 3.2% 52% False False 3,218
60 6.075 4.848 1.227 21.6% 0.181 3.2% 68% False False 2,691
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 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.453
2.618 6.174
1.618 6.003
1.000 5.897
0.618 5.832
HIGH 5.726
0.618 5.661
0.500 5.641
0.382 5.620
LOW 5.555
0.618 5.449
1.000 5.384
1.618 5.278
2.618 5.107
4.250 4.828
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 5.665 5.640
PP 5.653 5.602
S1 5.641 5.565

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

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