NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 5.455 5.656 0.201 3.7% 5.870
High 5.517 5.660 0.143 2.6% 5.940
Low 5.370 5.516 0.146 2.7% 5.370
Close 5.390 5.656 0.266 4.9% 5.390
Range 0.147 0.144 -0.003 -2.0% 0.570
ATR 0.183 0.189 0.006 3.4% 0.000
Volume 2,534 1,849 -685 -27.0% 13,059
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.043 5.993 5.735
R3 5.899 5.849 5.696
R2 5.755 5.755 5.682
R1 5.705 5.705 5.669 5.728
PP 5.611 5.611 5.611 5.622
S1 5.561 5.561 5.643 5.584
S2 5.467 5.467 5.630
S3 5.323 5.417 5.616
S4 5.179 5.273 5.577
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.277 6.903 5.704
R3 6.707 6.333 5.547
R2 6.137 6.137 5.495
R1 5.763 5.763 5.442 5.665
PP 5.567 5.567 5.567 5.518
S1 5.193 5.193 5.338 5.095
S2 4.997 4.997 5.286
S3 4.427 4.623 5.233
S4 3.857 4.053 5.077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.780 5.370 0.410 7.2% 0.141 2.5% 70% False False 2,316
10 5.951 5.370 0.581 10.3% 0.133 2.4% 49% False False 2,185
20 6.111 5.370 0.741 13.1% 0.149 2.6% 39% False False 2,527
40 6.111 4.920 1.191 21.1% 0.167 3.0% 62% False False 2,734
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.272
2.618 6.037
1.618 5.893
1.000 5.804
0.618 5.749
HIGH 5.660
0.618 5.605
0.500 5.588
0.382 5.571
LOW 5.516
0.618 5.427
1.000 5.372
1.618 5.283
2.618 5.139
4.250 4.904
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 5.633 5.609
PP 5.611 5.562
S1 5.588 5.515

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

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