NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 21-Jul-2010

Day Change Summary
	Previous	Current
	20-Jul-2010	21-Jul-2010	Change	Change %	Previous Week
Open	5.251	5.237	-0.014	-0.3%	5.326
High	5.267	5.292	0.025	0.5%	5.340
Low	5.162	5.199	0.037	0.7%	5.112
Close	5.251	5.237	-0.014	-0.3%	5.241
Range	0.105	0.093	-0.012	-11.4%	0.228
ATR	0.122	0.120	-0.002	-1.7%	0.000
Volume	1,014	1,295	281	27.7%	12,045

Daily Pivots for day following 21-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.522	5.472	5.288
R3	5.429	5.379	5.263
R2	5.336	5.336	5.254
R1	5.286	5.286	5.246	5.284
PP	5.243	5.243	5.243	5.241
S1	5.193	5.193	5.228	5.191
S2	5.150	5.150	5.220
S3	5.057	5.100	5.211
S4	4.964	5.007	5.186

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%	0.115	2.2%	59%	False	False	2,046
10	5.410	5.112	0.298	5.7%	0.107	2.0%	42%	False	False	2,052
20	5.687	5.112	0.575	11.0%	0.114	2.2%	22%	False	False	1,973
40	5.861	5.112	0.749	14.3%	0.120	2.3%	17%	False	False	1,923

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.687
2.618	5.535
1.618	5.442
1.000	5.385
0.618	5.349
HIGH	5.292
0.618	5.256
0.500	5.246
0.382	5.235
LOW	5.199
0.618	5.142
1.000	5.106
1.618	5.049
2.618	4.956
4.250	4.804

Fisher Pivots for day following 21-Jul-2010
Pivot	1 day	3 day
R1	5.246	5.234
PP	5.243	5.230
S1	5.240	5.227

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols