NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 5.483 5.440 -0.043 -0.8% 5.731
High 5.547 5.571 0.024 0.4% 5.754
Low 5.408 5.397 -0.011 -0.2% 5.110
Close 5.483 5.436 -0.047 -0.9% 5.171
Range 0.139 0.174 0.035 25.2% 0.644
ATR 0.214 0.211 -0.003 -1.3% 0.000
Volume 15,300 17,977 2,677 17.5% 68,767
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.990 5.887 5.532
R3 5.816 5.713 5.484
R2 5.642 5.642 5.468
R1 5.539 5.539 5.452 5.504
PP 5.468 5.468 5.468 5.450
S1 5.365 5.365 5.420 5.330
S2 5.294 5.294 5.404
S3 5.120 5.191 5.388
S4 4.946 5.017 5.340
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.277 6.868 5.525
R3 6.633 6.224 5.348
R2 5.989 5.989 5.289
R1 5.580 5.580 5.230 5.463
PP 5.345 5.345 5.345 5.286
S1 4.936 4.936 5.112 4.819
S2 4.701 4.701 5.053
S3 4.057 4.292 4.994
S4 3.413 3.648 4.817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.571 5.110 0.461 8.5% 0.170 3.1% 71% True False 15,281
10 5.767 5.110 0.657 12.1% 0.179 3.3% 50% False False 13,852
20 5.956 5.110 0.846 15.6% 0.199 3.7% 39% False False 13,618
40 5.956 4.853 1.103 20.3% 0.207 3.8% 53% False False 10,138
60 5.956 4.656 1.300 23.9% 0.201 3.7% 60% False False 8,061
80 6.200 4.656 1.544 28.4% 0.193 3.5% 51% False False 6,799
100 6.200 4.656 1.544 28.4% 0.189 3.5% 51% False False 5,843
120 6.200 4.656 1.544 28.4% 0.174 3.2% 51% False False 5,001
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.311
2.618 6.027
1.618 5.853
1.000 5.745
0.618 5.679
HIGH 5.571
0.618 5.505
0.500 5.484
0.382 5.463
LOW 5.397
0.618 5.289
1.000 5.223
1.618 5.115
2.618 4.941
4.250 4.658
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 5.484 5.429
PP 5.468 5.422
S1 5.452 5.416

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

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