NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 16-Feb-2010

Day Change Summary
	Previous	Current
	12-Feb-2010	16-Feb-2010	Change	Change %	Previous Week
Open	5.432	5.489	0.057	1.0%	5.601
High	5.568	5.572	0.004	0.1%	5.683
Low	5.250	5.357	0.107	2.0%	5.250
Close	5.495	5.360	-0.135	-2.5%	5.495
Range	0.318	0.215	-0.103	-32.4%	0.433
ATR	0.209	0.209	0.000	0.2%	0.000
Volume	38,826	25,026	-13,800	-35.5%	243,366

Daily Pivots for day following 16-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.075	5.932	5.478
R3	5.860	5.717	5.419
R2	5.645	5.645	5.399
R1	5.502	5.502	5.380	5.466
PP	5.430	5.430	5.430	5.412
S1	5.287	5.287	5.340	5.251
S2	5.215	5.215	5.321
S3	5.000	5.072	5.301
S4	4.785	4.857	5.242

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.775	6.568	5.733
R3	6.342	6.135	5.614
R2	5.909	5.909	5.574
R1	5.702	5.702	5.535	5.589
PP	5.476	5.476	5.476	5.420
S1	5.269	5.269	5.455	5.156
S2	5.043	5.043	5.416
S3	4.610	4.836	5.376
S4	4.177	4.403	5.257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.572	5.250	0.322	6.0%	0.193	3.6%	34%	True	False	43,011
10	5.683	5.250	0.433	8.1%	0.197	3.7%	25%	False	False	34,749
20	5.767	5.110	0.657	12.3%	0.187	3.5%	38%	False	False	23,932
40	5.956	5.110	0.846	15.8%	0.204	3.8%	30%	False	False	16,676
60	5.956	4.656	1.300	24.3%	0.210	3.9%	54%	False	False	12,810
80	6.200	4.656	1.544	28.8%	0.198	3.7%	46%	False	False	10,549
100	6.200	4.656	1.544	28.8%	0.189	3.5%	46%	False	False	8,860
120	6.200	4.656	1.544	28.8%	0.183	3.4%	46%	False	False	7,586

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	0.060
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.486
2.618	6.135
1.618	5.920
1.000	5.787
0.618	5.705
HIGH	5.572
0.618	5.490
0.500	5.465
0.382	5.439
LOW	5.357
0.618	5.224
1.000	5.142
1.618	5.009
2.618	4.794
4.250	4.443

Fisher Pivots for day following 16-Feb-2010
Pivot	1 day	3 day
R1	5.465	5.411
PP	5.430	5.394
S1	5.395	5.377

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