NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 5.298 5.215 -0.083 -1.6% 5.326
High 5.319 5.230 -0.089 -1.7% 5.340
Low 5.204 5.180 -0.024 -0.5% 5.112
Close 5.241 5.215 -0.026 -0.5% 5.241
Range 0.115 0.050 -0.065 -56.5% 0.228
ATR 0.128 0.123 -0.005 -3.7% 0.000
Volume 3,855 1,751 -2,104 -54.6% 12,045
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.358 5.337 5.243
R3 5.308 5.287 5.229
R2 5.258 5.258 5.224
R1 5.237 5.237 5.220 5.240
PP 5.208 5.208 5.208 5.210
S1 5.187 5.187 5.210 5.190
S2 5.158 5.158 5.206
S3 5.108 5.137 5.201
S4 5.058 5.087 5.188
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.915 5.806 5.366
R3 5.687 5.578 5.304
R2 5.459 5.459 5.283
R1 5.350 5.350 5.262 5.291
PP 5.231 5.231 5.231 5.201
S1 5.122 5.122 5.220 5.063
S2 5.003 5.003 5.199
S3 4.775 4.894 5.178
S4 4.547 4.666 5.116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.323 5.112 0.211 4.0% 0.113 2.2% 49% False False 2,355
10 5.560 5.112 0.448 8.6% 0.112 2.1% 23% False False 2,075
20 5.835 5.112 0.723 13.9% 0.122 2.3% 14% False False 2,071
40 5.861 5.112 0.749 14.4% 0.120 2.3% 14% False False 1,947
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 43 trading days
Fibonacci Retracements and Extensions
4.250 5.443
2.618 5.361
1.618 5.311
1.000 5.280
0.618 5.261
HIGH 5.230
0.618 5.211
0.500 5.205
0.382 5.199
LOW 5.180
0.618 5.149
1.000 5.130
1.618 5.099
2.618 5.049
4.250 4.968
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 5.212 5.218
PP 5.208 5.217
S1 5.205 5.216

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

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