NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 22-Jul-2010

Day Change Summary
	Previous	Current
	21-Jul-2010	22-Jul-2010	Change	Change %	Previous Week
Open	5.237	5.270	0.033	0.6%	5.326
High	5.292	5.340	0.048	0.9%	5.340
Low	5.199	5.270	0.071	1.4%	5.112
Close	5.237	5.306	0.069	1.3%	5.241
Range	0.093	0.070	-0.023	-24.7%	0.228
ATR	0.120	0.119	-0.001	-1.0%	0.000
Volume	1,295	980	-315	-24.3%	12,045

Daily Pivots for day following 22-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.515	5.481	5.345
R3	5.445	5.411	5.325
R2	5.375	5.375	5.319
R1	5.341	5.341	5.312	5.358
PP	5.305	5.305	5.305	5.314
S1	5.271	5.271	5.300	5.288
S2	5.235	5.235	5.293
S3	5.165	5.201	5.287
S4	5.095	5.131	5.268

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	5.340	5.162	0.178	3.4%	0.087	1.6%	81%	True	False	1,779
10	5.350	5.112	0.238	4.5%	0.097	1.8%	82%	False	False	1,893
20	5.687	5.112	0.575	10.8%	0.111	2.1%	34%	False	False	1,838
40	5.861	5.112	0.749	14.1%	0.119	2.3%	26%	False	False	1,919

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.638
2.618	5.523
1.618	5.453
1.000	5.410
0.618	5.383
HIGH	5.340
0.618	5.313
0.500	5.305
0.382	5.297
LOW	5.270
0.618	5.227
1.000	5.200
1.618	5.157
2.618	5.087
4.250	4.973

Fisher Pivots for day following 22-Jul-2010
Pivot	1 day	3 day
R1	5.306	5.288
PP	5.305	5.269
S1	5.305	5.251

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