NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 5.600 5.669 0.069 1.2% 5.689
High 5.649 5.698 0.049 0.9% 5.817
Low 5.548 5.599 0.051 0.9% 5.511
Close 5.600 5.693 0.093 1.7% 5.768
Range 0.101 0.099 -0.002 -2.0% 0.306
ATR 0.173 0.167 -0.005 -3.0% 0.000
Volume 4,683 2,858 -1,825 -39.0% 8,686
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.960 5.926 5.747
R3 5.861 5.827 5.720
R2 5.762 5.762 5.711
R1 5.728 5.728 5.702 5.745
PP 5.663 5.663 5.663 5.672
S1 5.629 5.629 5.684 5.646
S2 5.564 5.564 5.675
S3 5.465 5.530 5.666
S4 5.366 5.431 5.639
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.617 6.498 5.936
R3 6.311 6.192 5.852
R2 6.005 6.005 5.824
R1 5.886 5.886 5.796 5.946
PP 5.699 5.699 5.699 5.728
S1 5.580 5.580 5.740 5.640
S2 5.393 5.393 5.712
S3 5.087 5.274 5.684
S4 4.781 4.968 5.600
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.884 5.548 0.336 5.9% 0.150 2.6% 43% False False 3,085
10 5.884 5.396 0.488 8.6% 0.149 2.6% 61% False False 2,494
20 5.990 5.390 0.600 10.5% 0.139 2.4% 51% False False 2,112
40 6.160 5.390 0.770 13.5% 0.148 2.6% 39% False False 2,117
60 6.160 4.970 1.190 20.9% 0.158 2.8% 61% False False 2,016
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 0.030
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 6.119
2.618 5.957
1.618 5.858
1.000 5.797
0.618 5.759
HIGH 5.698
0.618 5.660
0.500 5.649
0.382 5.637
LOW 5.599
0.618 5.538
1.000 5.500
1.618 5.439
2.618 5.340
4.250 5.178
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 5.678 5.676
PP 5.663 5.658
S1 5.649 5.641

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

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