NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 16-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 16-Feb-2010 Change Change % Previous Week
Open 5.641 5.602 -0.039 -0.7% 5.873
High 5.780 5.789 0.009 0.2% 5.884
Low 5.570 5.598 0.028 0.5% 5.548
Close 5.726 5.602 -0.124 -2.2% 5.726
Range 0.210 0.191 -0.019 -9.0% 0.336
ATR 0.170 0.172 0.001 0.9% 0.000
Volume 1,779 3,949 2,170 122.0% 14,963
Daily Pivots for day following 16-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.236 6.110 5.707
R3 6.045 5.919 5.655
R2 5.854 5.854 5.637
R1 5.728 5.728 5.620 5.698
PP 5.663 5.663 5.663 5.648
S1 5.537 5.537 5.584 5.507
S2 5.472 5.472 5.567
S3 5.281 5.346 5.549
S4 5.090 5.155 5.497
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 5.789 5.548 0.241 4.3% 0.155 2.8% 22% True False 3,114
10 5.884 5.511 0.373 6.7% 0.159 2.8% 24% False False 2,604
20 5.987 5.390 0.597 10.7% 0.142 2.5% 36% False False 2,236
40 6.160 5.390 0.770 13.7% 0.152 2.7% 28% False False 2,180
60 6.160 4.970 1.190 21.2% 0.159 2.8% 53% False False 2,069
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.601
2.618 6.289
1.618 6.098
1.000 5.980
0.618 5.907
HIGH 5.789
0.618 5.716
0.500 5.694
0.382 5.671
LOW 5.598
0.618 5.480
1.000 5.407
1.618 5.289
2.618 5.098
4.250 4.786
Fisher Pivots for day following 16-Feb-2010
Pivot 1 day 3 day
R1 5.694 5.680
PP 5.663 5.654
S1 5.633 5.628

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

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