NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 5.274 5.272 -0.002 0.0% 5.215
High 5.318 5.272 -0.046 -0.9% 5.340
Low 5.237 5.203 -0.034 -0.6% 5.162
Close 5.268 5.252 -0.016 -0.3% 5.268
Range 0.081 0.069 -0.012 -14.8% 0.178
ATR 0.116 0.113 -0.003 -2.9% 0.000
Volume 1,176 935 -241 -20.5% 6,216
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.449 5.420 5.290
R3 5.380 5.351 5.271
R2 5.311 5.311 5.265
R1 5.282 5.282 5.258 5.262
PP 5.242 5.242 5.242 5.233
S1 5.213 5.213 5.246 5.193
S2 5.173 5.173 5.239
S3 5.104 5.144 5.233
S4 5.035 5.075 5.214
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.791 5.707 5.366
R3 5.613 5.529 5.317
R2 5.435 5.435 5.301
R1 5.351 5.351 5.284 5.393
PP 5.257 5.257 5.257 5.278
S1 5.173 5.173 5.252 5.215
S2 5.079 5.079 5.235
S3 4.901 4.995 5.219
S4 4.723 4.817 5.170
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% 0.084 1.6% 51% False False 1,080
10 5.340 5.112 0.228 4.3% 0.099 1.9% 61% False False 1,717
20 5.639 5.112 0.527 10.0% 0.111 2.1% 27% False False 1,802
40 5.861 5.112 0.749 14.3% 0.118 2.2% 19% False False 1,924
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.565
2.618 5.453
1.618 5.384
1.000 5.341
0.618 5.315
HIGH 5.272
0.618 5.246
0.500 5.238
0.382 5.229
LOW 5.203
0.618 5.160
1.000 5.134
1.618 5.091
2.618 5.022
4.250 4.910
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 5.247 5.272
PP 5.242 5.265
S1 5.238 5.259

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

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