NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 5.330 5.127 -0.203 -3.8% 5.512
High 5.330 5.216 -0.114 -2.1% 5.703
Low 5.226 5.075 -0.151 -2.9% 5.226
Close 5.262 5.127 -0.135 -2.6% 5.262
Range 0.104 0.141 0.037 35.6% 0.477
ATR 0.179 0.179 0.001 0.3% 0.000
Volume 7,454 6,929 -525 -7.0% 26,093
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.562 5.486 5.205
R3 5.421 5.345 5.166
R2 5.280 5.280 5.153
R1 5.204 5.204 5.140 5.198
PP 5.139 5.139 5.139 5.136
S1 5.063 5.063 5.114 5.057
S2 4.998 4.998 5.101
S3 4.857 4.922 5.088
S4 4.716 4.781 5.049
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 5.075 0.628 12.2% 0.141 2.7% 8% False True 6,604
10 5.810 5.075 0.735 14.3% 0.156 3.0% 7% False True 6,834
20 5.880 5.075 0.805 15.7% 0.160 3.1% 6% False True 5,286
40 6.075 5.075 1.000 19.5% 0.170 3.3% 5% False True 4,275
60 6.075 4.848 1.227 23.9% 0.183 3.6% 23% False False 3,616
80 6.075 4.848 1.227 23.9% 0.173 3.4% 23% False False 3,092
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.815
2.618 5.585
1.618 5.444
1.000 5.357
0.618 5.303
HIGH 5.216
0.618 5.162
0.500 5.146
0.382 5.129
LOW 5.075
0.618 4.988
1.000 4.934
1.618 4.847
2.618 4.706
4.250 4.476
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 5.146 5.300
PP 5.139 5.242
S1 5.133 5.185

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

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