NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 28-Jul-2010

Day Change Summary
	Previous	Current
	27-Jul-2010	28-Jul-2010	Change	Change %	Previous Week
Open	5.271	5.285	0.014	0.3%	5.215
High	5.302	5.354	0.052	1.0%	5.340
Low	5.225	5.224	-0.001	0.0%	5.162
Close	5.263	5.253	-0.010	-0.2%	5.268
Range	0.077	0.130	0.053	68.8%	0.178
ATR	0.110	0.111	0.001	1.3%	0.000
Volume	978	905	-73	-7.5%	6,216

Daily Pivots for day following 28-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.667	5.590	5.325
R3	5.537	5.460	5.289
R2	5.407	5.407	5.277
R1	5.330	5.330	5.265	5.304
PP	5.277	5.277	5.277	5.264
S1	5.200	5.200	5.241	5.174
S2	5.147	5.147	5.229
S3	5.017	5.070	5.217
S4	4.887	4.940	5.182

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	5.354	5.203	0.151	2.9%	0.085	1.6%	33%	True	False	994
10	5.354	5.112	0.242	4.6%	0.100	1.9%	58%	True	False	1,520
20	5.570	5.112	0.458	8.7%	0.110	2.1%	31%	False	False	1,772
40	5.861	5.112	0.749	14.3%	0.116	2.2%	19%	False	False	1,918

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	5.907
2.618	5.694
1.618	5.564
1.000	5.484
0.618	5.434
HIGH	5.354
0.618	5.304
0.500	5.289
0.382	5.274
LOW	5.224
0.618	5.144
1.000	5.094
1.618	5.014
2.618	4.884
4.250	4.672

Fisher Pivots for day following 28-Jul-2010
Pivot	1 day	3 day
R1	5.289	5.279
PP	5.277	5.270
S1	5.265	5.262

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