NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 5.681 5.672 -0.009 -0.2% 5.879
High 5.800 5.702 -0.098 -1.7% 5.971
Low 5.669 5.511 -0.158 -2.8% 5.390
Close 5.681 5.672 -0.009 -0.2% 5.425
Range 0.131 0.191 0.060 45.8% 0.581
ATR 0.176 0.177 0.001 0.6% 0.000
Volume 1,803 1,648 -155 -8.6% 9,291
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.201 6.128 5.777
R3 6.010 5.937 5.725
R2 5.819 5.819 5.707
R1 5.746 5.746 5.690 5.768
PP 5.628 5.628 5.628 5.639
S1 5.555 5.555 5.654 5.577
S2 5.437 5.437 5.637
S3 5.246 5.364 5.619
S4 5.055 5.173 5.567
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.338 6.963 5.745
R3 6.757 6.382 5.585
R2 6.176 6.176 5.532
R1 5.801 5.801 5.478 5.698
PP 5.595 5.595 5.595 5.544
S1 5.220 5.220 5.372 5.117
S2 5.014 5.014 5.318
S3 4.433 4.639 5.265
S4 3.852 4.058 5.105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.800 5.396 0.404 7.1% 0.147 2.6% 68% False False 1,903
10 5.987 5.390 0.597 10.5% 0.135 2.4% 47% False False 1,762
20 6.160 5.390 0.770 13.6% 0.145 2.6% 37% False False 1,761
40 6.160 5.363 0.797 14.1% 0.156 2.7% 39% False False 1,979
60 6.160 4.970 1.190 21.0% 0.154 2.7% 59% False False 1,973
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 6.514
2.618 6.202
1.618 6.011
1.000 5.893
0.618 5.820
HIGH 5.702
0.618 5.629
0.500 5.607
0.382 5.584
LOW 5.511
0.618 5.393
1.000 5.320
1.618 5.202
2.618 5.011
4.250 4.699
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 5.650 5.667
PP 5.628 5.661
S1 5.607 5.656

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

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