NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 5.514 5.689 0.175 3.2% 5.879
High 5.553 5.689 0.136 2.4% 5.971
Low 5.396 5.545 0.149 2.8% 5.390
Close 5.425 5.689 0.264 4.9% 5.425
Range 0.157 0.144 -0.013 -8.3% 0.581
ATR 0.178 0.184 0.006 3.4% 0.000
Volume 3,075 1,550 -1,525 -49.6% 9,291
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.073 6.025 5.768
R3 5.929 5.881 5.729
R2 5.785 5.785 5.715
R1 5.737 5.737 5.702 5.761
PP 5.641 5.641 5.641 5.653
S1 5.593 5.593 5.676 5.617
S2 5.497 5.497 5.663
S3 5.353 5.449 5.649
S4 5.209 5.305 5.610
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.338 6.963 5.745
R3 6.757 6.382 5.585
R2 6.176 6.176 5.532
R1 5.801 5.801 5.478 5.698
PP 5.595 5.595 5.595 5.544
S1 5.220 5.220 5.372 5.117
S2 5.014 5.014 5.318
S3 4.433 4.639 5.265
S4 3.852 4.058 5.105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.797 5.390 0.407 7.2% 0.143 2.5% 73% False False 1,921
10 5.987 5.390 0.597 10.5% 0.126 2.2% 50% False False 1,869
20 6.160 5.390 0.770 13.5% 0.144 2.5% 39% False False 1,838
40 6.160 4.970 1.190 20.9% 0.156 2.7% 60% False False 2,199
60 6.160 4.970 1.190 20.9% 0.152 2.7% 60% False False 1,963
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.301
2.618 6.066
1.618 5.922
1.000 5.833
0.618 5.778
HIGH 5.689
0.618 5.634
0.500 5.617
0.382 5.600
LOW 5.545
0.618 5.456
1.000 5.401
1.618 5.312
2.618 5.168
4.250 4.933
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 5.665 5.639
PP 5.641 5.589
S1 5.617 5.540

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

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