NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 5.553 5.374 -0.179 -3.2% 5.582
High 5.571 5.524 -0.047 -0.8% 5.810
Low 5.479 5.348 -0.131 -2.4% 5.447
Close 5.553 5.374 -0.179 -3.2% 5.636
Range 0.092 0.176 0.084 91.3% 0.363
ATR 0.179 0.181 0.002 1.0% 0.000
Volume 5,150 4,821 -329 -6.4% 35,325
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.943 5.835 5.471
R3 5.767 5.659 5.422
R2 5.591 5.591 5.406
R1 5.483 5.483 5.390 5.462
PP 5.415 5.415 5.415 5.405
S1 5.307 5.307 5.358 5.286
S2 5.239 5.239 5.342
S3 5.063 5.131 5.326
S4 4.887 4.955 5.277
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.720 6.541 5.836
R3 6.357 6.178 5.736
R2 5.994 5.994 5.703
R1 5.815 5.815 5.669 5.905
PP 5.631 5.631 5.631 5.676
S1 5.452 5.452 5.603 5.542
S2 5.268 5.268 5.569
S3 4.905 5.089 5.536
S4 4.542 4.726 5.436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.703 5.348 0.355 6.6% 0.159 3.0% 7% False True 6,308
10 5.810 5.348 0.462 8.6% 0.168 3.1% 6% False True 6,285
20 5.894 5.265 0.629 11.7% 0.163 3.0% 17% False False 4,759
40 6.075 5.265 0.810 15.1% 0.176 3.3% 13% False False 4,040
60 6.075 4.848 1.227 22.8% 0.184 3.4% 43% False False 3,427
80 6.152 4.848 1.304 24.3% 0.174 3.2% 40% False False 2,939
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.272
2.618 5.985
1.618 5.809
1.000 5.700
0.618 5.633
HIGH 5.524
0.618 5.457
0.500 5.436
0.382 5.415
LOW 5.348
0.618 5.239
1.000 5.172
1.618 5.063
2.618 4.887
4.250 4.600
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 5.436 5.526
PP 5.415 5.475
S1 5.395 5.425

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

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