NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 5.669 5.641 -0.028 -0.5% 5.873
High 5.698 5.780 0.082 1.4% 5.884
Low 5.599 5.570 -0.029 -0.5% 5.548
Close 5.693 5.726 0.033 0.6% 5.726
Range 0.099 0.210 0.111 112.1% 0.336
ATR 0.167 0.170 0.003 1.8% 0.000
Volume 2,858 1,779 -1,079 -37.8% 14,963
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.322 6.234 5.842
R3 6.112 6.024 5.784
R2 5.902 5.902 5.765
R1 5.814 5.814 5.745 5.858
PP 5.692 5.692 5.692 5.714
S1 5.604 5.604 5.707 5.648
S2 5.482 5.482 5.688
S3 5.272 5.394 5.668
S4 5.062 5.184 5.611
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.727 6.563 5.911
R3 6.391 6.227 5.818
R2 6.055 6.055 5.788
R1 5.891 5.891 5.757 5.805
PP 5.719 5.719 5.719 5.677
S1 5.555 5.555 5.695 5.469
S2 5.383 5.383 5.664
S3 5.047 5.219 5.634
S4 4.711 4.883 5.541
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% 0.158 2.8% 53% False False 2,992
10 5.884 5.511 0.373 6.5% 0.154 2.7% 58% False False 2,364
20 5.987 5.390 0.597 10.4% 0.137 2.4% 56% False False 2,110
40 6.160 5.390 0.770 13.4% 0.151 2.6% 44% False False 2,127
60 6.160 4.970 1.190 20.8% 0.158 2.8% 64% False False 2,030
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 6.673
2.618 6.330
1.618 6.120
1.000 5.990
0.618 5.910
HIGH 5.780
0.618 5.700
0.500 5.675
0.382 5.650
LOW 5.570
0.618 5.440
1.000 5.360
1.618 5.230
2.618 5.020
4.250 4.678
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 5.709 5.705
PP 5.692 5.685
S1 5.675 5.664

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

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