NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 5.512 5.553 0.041 0.7% 5.582
High 5.703 5.571 -0.132 -2.3% 5.810
Low 5.512 5.479 -0.033 -0.6% 5.447
Close 5.512 5.553 0.041 0.7% 5.636
Range 0.191 0.092 -0.099 -51.8% 0.363
ATR 0.186 0.179 -0.007 -3.6% 0.000
Volume 8,668 5,150 -3,518 -40.6% 35,325
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.810 5.774 5.604
R3 5.718 5.682 5.578
R2 5.626 5.626 5.570
R1 5.590 5.590 5.561 5.599
PP 5.534 5.534 5.534 5.539
S1 5.498 5.498 5.545 5.507
S2 5.442 5.442 5.536
S3 5.350 5.406 5.528
S4 5.258 5.314 5.502
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 5.447 0.256 4.6% 0.143 2.6% 41% False False 6,955
10 5.810 5.404 0.406 7.3% 0.165 3.0% 37% False False 6,256
20 5.894 5.265 0.629 11.3% 0.160 2.9% 46% False False 4,750
40 6.075 5.265 0.810 14.6% 0.175 3.1% 36% False False 4,016
60 6.075 4.848 1.227 22.1% 0.184 3.3% 57% False False 3,373
80 6.194 4.848 1.346 24.2% 0.174 3.1% 52% False False 2,895
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.027
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 5.962
2.618 5.812
1.618 5.720
1.000 5.663
0.618 5.628
HIGH 5.571
0.618 5.536
0.500 5.525
0.382 5.514
LOW 5.479
0.618 5.422
1.000 5.387
1.618 5.330
2.618 5.238
4.250 5.088
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 5.544 5.582
PP 5.534 5.572
S1 5.525 5.563

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

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