NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 5.721 5.681 -0.040 -0.7% 5.879
High 5.770 5.800 0.030 0.5% 5.971
Low 5.658 5.669 0.011 0.2% 5.390
Close 5.721 5.681 -0.040 -0.7% 5.425
Range 0.112 0.131 0.019 17.0% 0.581
ATR 0.179 0.176 -0.003 -1.9% 0.000
Volume 1,441 1,803 362 25.1% 9,291
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.110 6.026 5.753
R3 5.979 5.895 5.717
R2 5.848 5.848 5.705
R1 5.764 5.764 5.693 5.747
PP 5.717 5.717 5.717 5.708
S1 5.633 5.633 5.669 5.616
S2 5.586 5.586 5.657
S3 5.455 5.502 5.645
S4 5.324 5.371 5.609
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 5.800 5.390 0.410 7.2% 0.135 2.4% 71% True False 1,836
10 5.987 5.390 0.597 10.5% 0.129 2.3% 49% False False 1,892
20 6.160 5.390 0.770 13.6% 0.143 2.5% 38% False False 1,788
40 6.160 5.302 0.858 15.1% 0.155 2.7% 44% False False 1,978
60 6.160 4.970 1.190 20.9% 0.152 2.7% 60% False False 1,974
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.357
2.618 6.143
1.618 6.012
1.000 5.931
0.618 5.881
HIGH 5.800
0.618 5.750
0.500 5.735
0.382 5.719
LOW 5.669
0.618 5.588
1.000 5.538
1.618 5.457
2.618 5.326
4.250 5.112
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 5.735 5.678
PP 5.717 5.675
S1 5.699 5.673

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

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