NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 5.374 5.330 -0.044 -0.8% 5.512
High 5.524 5.330 -0.194 -3.5% 5.703
Low 5.348 5.226 -0.122 -2.3% 5.226
Close 5.374 5.262 -0.112 -2.1% 5.262
Range 0.176 0.104 -0.072 -40.9% 0.477
ATR 0.181 0.179 -0.002 -1.3% 0.000
Volume 4,821 7,454 2,633 54.6% 26,093
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.585 5.527 5.319
R3 5.481 5.423 5.291
R2 5.377 5.377 5.281
R1 5.319 5.319 5.272 5.296
PP 5.273 5.273 5.273 5.261
S1 5.215 5.215 5.252 5.192
S2 5.169 5.169 5.243
S3 5.065 5.111 5.233
S4 4.961 5.007 5.205
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.828 6.522 5.524
R3 6.351 6.045 5.393
R2 5.874 5.874 5.349
R1 5.568 5.568 5.306 5.483
PP 5.397 5.397 5.397 5.354
S1 5.091 5.091 5.218 5.006
S2 4.920 4.920 5.175
S3 4.443 4.614 5.131
S4 3.966 4.137 5.000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.703 5.226 0.477 9.1% 0.159 3.0% 8% False True 6,288
10 5.810 5.226 0.584 11.1% 0.159 3.0% 6% False True 6,655
20 5.894 5.226 0.668 12.7% 0.160 3.0% 5% False True 5,055
40 6.075 5.226 0.849 16.1% 0.171 3.3% 4% False True 4,168
60 6.075 4.848 1.227 23.3% 0.183 3.5% 34% False False 3,533
80 6.075 4.848 1.227 23.3% 0.173 3.3% 34% False False 3,023
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 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.772
2.618 5.602
1.618 5.498
1.000 5.434
0.618 5.394
HIGH 5.330
0.618 5.290
0.500 5.278
0.382 5.266
LOW 5.226
0.618 5.162
1.000 5.122
1.618 5.058
2.618 4.954
4.250 4.784
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 5.278 5.399
PP 5.273 5.353
S1 5.267 5.308

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

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