NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 5.639 5.582 -0.057 -1.0% 5.591
High 5.726 5.810 0.084 1.5% 5.726
Low 5.555 5.580 0.025 0.5% 5.404
Close 5.677 5.582 -0.095 -1.7% 5.677
Range 0.171 0.230 0.059 34.5% 0.322
ATR 0.192 0.195 0.003 1.4% 0.000
Volume 5,141 8,055 2,914 56.7% 19,755
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.347 6.195 5.709
R3 6.117 5.965 5.645
R2 5.887 5.887 5.624
R1 5.735 5.735 5.603 5.697
PP 5.657 5.657 5.657 5.639
S1 5.505 5.505 5.561 5.467
S2 5.427 5.427 5.540
S3 5.197 5.275 5.519
S4 4.967 5.045 5.456
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 5.810 5.404 0.406 7.3% 0.173 3.1% 44% True False 4,918
10 5.810 5.265 0.545 9.8% 0.173 3.1% 58% True False 4,276
20 5.900 5.265 0.635 11.4% 0.178 3.2% 50% False False 4,191
40 6.075 5.241 0.834 14.9% 0.184 3.3% 41% False False 3,364
60 6.075 4.848 1.227 22.0% 0.183 3.3% 60% False False 2,799
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 16 trading days
Fibonacci Retracements and Extensions
4.250 6.788
2.618 6.412
1.618 6.182
1.000 6.040
0.618 5.952
HIGH 5.810
0.618 5.722
0.500 5.695
0.382 5.668
LOW 5.580
0.618 5.438
1.000 5.350
1.618 5.208
2.618 4.978
4.250 4.603
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 5.695 5.607
PP 5.657 5.599
S1 5.620 5.590

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

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