NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 5.689 5.721 0.032 0.6% 5.879
High 5.689 5.770 0.081 1.4% 5.971
Low 5.545 5.658 0.113 2.0% 5.390
Close 5.689 5.721 0.032 0.6% 5.425
Range 0.144 0.112 -0.032 -22.2% 0.581
ATR 0.184 0.179 -0.005 -2.8% 0.000
Volume 1,550 1,441 -109 -7.0% 9,291
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.052 5.999 5.783
R3 5.940 5.887 5.752
R2 5.828 5.828 5.742
R1 5.775 5.775 5.731 5.777
PP 5.716 5.716 5.716 5.718
S1 5.663 5.663 5.711 5.665
S2 5.604 5.604 5.700
S3 5.492 5.551 5.690
S4 5.380 5.439 5.659
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 5.770 5.390 0.380 6.6% 0.140 2.4% 87% True False 1,929
10 5.987 5.390 0.597 10.4% 0.121 2.1% 55% False False 1,865
20 6.160 5.390 0.770 13.5% 0.145 2.5% 43% False False 1,755
40 6.160 5.062 1.098 19.2% 0.154 2.7% 60% False False 2,107
60 6.160 4.970 1.190 20.8% 0.152 2.7% 63% False False 1,968
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.246
2.618 6.063
1.618 5.951
1.000 5.882
0.618 5.839
HIGH 5.770
0.618 5.727
0.500 5.714
0.382 5.701
LOW 5.658
0.618 5.589
1.000 5.546
1.618 5.477
2.618 5.365
4.250 5.182
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 5.719 5.675
PP 5.716 5.629
S1 5.714 5.583

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

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