NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 5.285 5.303 0.018 0.3% 5.215
High 5.354 5.332 -0.022 -0.4% 5.340
Low 5.224 5.236 0.012 0.2% 5.162
Close 5.253 5.303 0.050 1.0% 5.268
Range 0.130 0.096 -0.034 -26.2% 0.178
ATR 0.111 0.110 -0.001 -1.0% 0.000
Volume 905 4,033 3,128 345.6% 6,216
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.578 5.537 5.356
R3 5.482 5.441 5.329
R2 5.386 5.386 5.321
R1 5.345 5.345 5.312 5.351
PP 5.290 5.290 5.290 5.294
S1 5.249 5.249 5.294 5.255
S2 5.194 5.194 5.285
S3 5.098 5.153 5.277
S4 5.002 5.057 5.250
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 2.8% 0.091 1.7% 66% False False 1,605
10 5.354 5.162 0.192 3.6% 0.089 1.7% 73% False False 1,692
20 5.570 5.112 0.458 8.6% 0.111 2.1% 42% False False 1,887
40 5.861 5.112 0.749 14.1% 0.115 2.2% 26% False False 2,003
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.740
2.618 5.583
1.618 5.487
1.000 5.428
0.618 5.391
HIGH 5.332
0.618 5.295
0.500 5.284
0.382 5.273
LOW 5.236
0.618 5.177
1.000 5.140
1.618 5.081
2.618 4.985
4.250 4.828
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 5.297 5.298
PP 5.290 5.294
S1 5.284 5.289

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

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