NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 5.155 5.056 -0.099 -1.9% 5.512
High 5.155 5.148 -0.007 -0.1% 5.703
Low 5.028 5.031 0.003 0.1% 5.226
Close 5.032 5.086 0.054 1.1% 5.262
Range 0.127 0.117 -0.010 -7.9% 0.477
ATR 0.175 0.171 -0.004 -2.4% 0.000
Volume 6,502 5,829 -673 -10.4% 26,093
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.439 5.380 5.150
R3 5.322 5.263 5.118
R2 5.205 5.205 5.107
R1 5.146 5.146 5.097 5.176
PP 5.088 5.088 5.088 5.103
S1 5.029 5.029 5.075 5.059
S2 4.971 4.971 5.065
S3 4.854 4.912 5.054
S4 4.737 4.795 5.022
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 5.524 5.028 0.496 9.8% 0.133 2.6% 12% False False 6,307
10 5.703 5.028 0.675 13.3% 0.138 2.7% 9% False False 6,631
20 5.810 5.028 0.782 15.4% 0.157 3.1% 7% False False 5,646
40 6.075 5.028 1.047 20.6% 0.167 3.3% 6% False False 4,469
60 6.075 4.848 1.227 24.1% 0.180 3.5% 19% False False 3,772
80 6.075 4.848 1.227 24.1% 0.173 3.4% 19% False False 3,220
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.645
2.618 5.454
1.618 5.337
1.000 5.265
0.618 5.220
HIGH 5.148
0.618 5.103
0.500 5.090
0.382 5.076
LOW 5.031
0.618 4.959
1.000 4.914
1.618 4.842
2.618 4.725
4.250 4.534
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 5.090 5.122
PP 5.088 5.110
S1 5.087 5.098

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

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