NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 5.305 5.396 0.091 1.7% 5.272
High 5.369 5.434 0.065 1.2% 5.369
Low 5.267 5.242 -0.025 -0.5% 5.203
Close 5.356 5.253 -0.103 -1.9% 5.356
Range 0.102 0.192 0.090 88.2% 0.166
ATR 0.110 0.116 0.006 5.4% 0.000
Volume 3,278 3,279 1 0.0% 10,129
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.886 5.761 5.359
R3 5.694 5.569 5.306
R2 5.502 5.502 5.288
R1 5.377 5.377 5.271 5.344
PP 5.310 5.310 5.310 5.293
S1 5.185 5.185 5.235 5.152
S2 5.118 5.118 5.218
S3 4.926 4.993 5.200
S4 4.734 4.801 5.147
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 5.434 5.224 0.210 4.0% 0.119 2.3% 14% True False 2,494
10 5.434 5.162 0.272 5.2% 0.102 1.9% 33% True False 1,787
20 5.560 5.112 0.448 8.5% 0.107 2.0% 31% False False 1,931
40 5.861 5.112 0.749 14.3% 0.114 2.2% 19% False False 2,100
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 0.029
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6.250
2.618 5.937
1.618 5.745
1.000 5.626
0.618 5.553
HIGH 5.434
0.618 5.361
0.500 5.338
0.382 5.315
LOW 5.242
0.618 5.123
1.000 5.050
1.618 4.931
2.618 4.739
4.250 4.426
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 5.338 5.335
PP 5.310 5.308
S1 5.281 5.280

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

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