NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 5.056 5.079 0.023 0.5% 5.512
High 5.148 5.079 -0.069 -1.3% 5.703
Low 5.031 4.979 -0.052 -1.0% 5.226
Close 5.086 4.992 -0.094 -1.8% 5.262
Range 0.117 0.100 -0.017 -14.5% 0.477
ATR 0.171 0.167 -0.005 -2.7% 0.000
Volume 5,829 5,293 -536 -9.2% 26,093
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.317 5.254 5.047
R3 5.217 5.154 5.020
R2 5.117 5.117 5.010
R1 5.054 5.054 5.001 5.036
PP 5.017 5.017 5.017 5.007
S1 4.954 4.954 4.983 4.936
S2 4.917 4.917 4.974
S3 4.817 4.854 4.965
S4 4.717 4.754 4.937
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 5.330 4.979 0.351 7.0% 0.118 2.4% 4% False True 6,401
10 5.703 4.979 0.724 14.5% 0.138 2.8% 2% False True 6,354
20 5.810 4.979 0.831 16.6% 0.152 3.1% 2% False True 5,770
40 6.075 4.979 1.096 22.0% 0.167 3.3% 1% False True 4,553
60 6.075 4.848 1.227 24.6% 0.176 3.5% 12% False False 3,830
80 6.075 4.848 1.227 24.6% 0.173 3.5% 12% False False 3,255
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.504
2.618 5.341
1.618 5.241
1.000 5.179
0.618 5.141
HIGH 5.079
0.618 5.041
0.500 5.029
0.382 5.017
LOW 4.979
0.618 4.917
1.000 4.879
1.618 4.817
2.618 4.717
4.250 4.554
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 5.029 5.067
PP 5.017 5.042
S1 5.004 5.017

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

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