NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 5.272 5.271 -0.001 0.0% 5.215
High 5.272 5.302 0.030 0.6% 5.340
Low 5.203 5.225 0.022 0.4% 5.162
Close 5.252 5.263 0.011 0.2% 5.268
Range 0.069 0.077 0.008 11.6% 0.178
ATR 0.113 0.110 -0.003 -2.3% 0.000
Volume 935 978 43 4.6% 6,216
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.494 5.456 5.305
R3 5.417 5.379 5.284
R2 5.340 5.340 5.277
R1 5.302 5.302 5.270 5.283
PP 5.263 5.263 5.263 5.254
S1 5.225 5.225 5.256 5.206
S2 5.186 5.186 5.249
S3 5.109 5.148 5.242
S4 5.032 5.071 5.221
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 5.199 0.141 2.7% 0.078 1.5% 45% False False 1,072
10 5.340 5.112 0.228 4.3% 0.095 1.8% 66% False False 1,763
20 5.570 5.112 0.458 8.7% 0.110 2.1% 33% False False 1,793
40 5.861 5.112 0.749 14.2% 0.117 2.2% 20% False False 1,912
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.629
2.618 5.504
1.618 5.427
1.000 5.379
0.618 5.350
HIGH 5.302
0.618 5.273
0.500 5.264
0.382 5.254
LOW 5.225
0.618 5.177
1.000 5.148
1.618 5.100
2.618 5.023
4.250 4.898
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 5.264 5.262
PP 5.263 5.261
S1 5.263 5.261

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

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