NYMEX Natural Gas Future August 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	5.637	5.665	0.028	0.5%	5.656
High	5.663	5.785	0.122	2.2%	5.785
Low	5.487	5.622	0.135	2.5%	5.487
Close	5.637	5.735	0.098	1.7%	5.735
Range	0.176	0.163	-0.013	-7.4%	0.298
ATR	0.181	0.179	-0.001	-0.7%	0.000
Volume	2,078	2,330	252	12.1%	10,850

Daily Pivots for day following 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.203	6.132	5.825
R3	6.040	5.969	5.780
R2	5.877	5.877	5.765
R1	5.806	5.806	5.750	5.842
PP	5.714	5.714	5.714	5.732
S1	5.643	5.643	5.720	5.679
S2	5.551	5.551	5.705
S3	5.388	5.480	5.690
S4	5.225	5.317	5.645

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.563	6.447	5.899
R3	6.265	6.149	5.817
R2	5.967	5.967	5.790
R1	5.851	5.851	5.762	5.909
PP	5.669	5.669	5.669	5.698
S1	5.553	5.553	5.708	5.611
S2	5.371	5.371	5.680
S3	5.073	5.255	5.653
S4	4.775	4.957	5.571

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.785	5.487	0.298	5.2%	0.149	2.6%	83%	True	False	2,170
10	5.940	5.370	0.570	9.9%	0.143	2.5%	64%	False	False	2,390
20	5.980	5.370	0.610	10.6%	0.148	2.6%	60%	False	False	2,162
40	6.111	5.320	0.791	13.8%	0.166	2.9%	52%	False	False	2,681

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	0.030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.478
2.618	6.212
1.618	6.049
1.000	5.948
0.618	5.886
HIGH	5.785
0.618	5.723
0.500	5.704
0.382	5.684
LOW	5.622
0.618	5.521
1.000	5.459
1.618	5.358
2.618	5.195
4.250	4.929

Fisher Pivots for day following 05-Feb-2010
Pivot	1 day	3 day
R1	5.725	5.702
PP	5.714	5.669
S1	5.704	5.636

Download as Excel Spreadsheet

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

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