NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 30-Jul-2010

Day Change Summary
	Previous	Current
	29-Jul-2010	30-Jul-2010	Change	Change %	Previous Week
Open	5.303	5.305	0.002	0.0%	5.272
High	5.332	5.369	0.037	0.7%	5.369
Low	5.236	5.267	0.031	0.6%	5.203
Close	5.303	5.356	0.053	1.0%	5.356
Range	0.096	0.102	0.006	6.3%	0.166
ATR	0.110	0.110	-0.001	-0.5%	0.000
Volume	4,033	3,278	-755	-18.7%	10,129

Daily Pivots for day following 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.637	5.598	5.412
R3	5.535	5.496	5.384
R2	5.433	5.433	5.375
R1	5.394	5.394	5.365	5.414
PP	5.331	5.331	5.331	5.340
S1	5.292	5.292	5.347	5.312
S2	5.229	5.229	5.337
S3	5.127	5.190	5.328
S4	5.025	5.088	5.300

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.807	5.748	5.447
R3	5.641	5.582	5.402
R2	5.475	5.475	5.386
R1	5.416	5.416	5.371	5.446
PP	5.309	5.309	5.309	5.324
S1	5.250	5.250	5.341	5.280
S2	5.143	5.143	5.326
S3	4.977	5.084	5.310
S4	4.811	4.918	5.265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.369	5.203	0.166	3.1%	0.095	1.8%	92%	True	False	2,025
10	5.369	5.162	0.207	3.9%	0.087	1.6%	94%	True	False	1,634
20	5.560	5.112	0.448	8.4%	0.104	1.9%	54%	False	False	1,899
40	5.861	5.112	0.749	14.0%	0.114	2.1%	33%	False	False	2,064

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.803
2.618	5.636
1.618	5.534
1.000	5.471
0.618	5.432
HIGH	5.369
0.618	5.330
0.500	5.318
0.382	5.306
LOW	5.267
0.618	5.204
1.000	5.165
1.618	5.102
2.618	5.000
4.250	4.834

Fisher Pivots for day following 30-Jul-2010
Pivot	1 day	3 day
R1	5.343	5.336
PP	5.331	5.316
S1	5.318	5.297

Download as Excel Spreadsheet

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

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