NYMEX Natural Gas Future February 2011

Trading Metrics calculated at close of trading on 03-Aug-2010

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	5.396	5.217	-0.179	-3.3%	5.272
High	5.434	5.327	-0.107	-2.0%	5.369
Low	5.242	5.202	-0.040	-0.8%	5.203
Close	5.253	5.217	-0.036	-0.7%	5.356
Range	0.192	0.125	-0.067	-34.9%	0.166
ATR	0.116	0.116	0.001	0.6%	0.000
Volume	3,279	5,399	2,120	64.7%	10,129

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.624	5.545	5.286
R3	5.499	5.420	5.251
R2	5.374	5.374	5.240
R1	5.295	5.295	5.228	5.280
PP	5.249	5.249	5.249	5.241
S1	5.170	5.170	5.206	5.155
S2	5.124	5.124	5.194
S3	4.999	5.045	5.183
S4	4.874	4.920	5.148

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	5.202	0.232	4.4%	0.129	2.5%	6%	False	True	3,378
10	5.434	5.199	0.235	4.5%	0.104	2.0%	8%	False	False	2,225
20	5.469	5.112	0.357	6.8%	0.105	2.0%	29%	False	False	2,126
40	5.861	5.112	0.749	14.4%	0.114	2.2%	14%	False	False	2,132

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.858
2.618	5.654
1.618	5.529
1.000	5.452
0.618	5.404
HIGH	5.327
0.618	5.279
0.500	5.265
0.382	5.250
LOW	5.202
0.618	5.125
1.000	5.077
1.618	5.000
2.618	4.875
4.250	4.671

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	5.265	5.318
PP	5.249	5.284
S1	5.233	5.251

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