NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 5.300 5.250 -0.050 -0.9% 5.602
High 5.300 5.250 -0.050 -0.9% 5.789
Low 5.166 5.120 -0.046 -0.9% 5.309
Close 5.215 5.123 -0.092 -1.8% 5.346
Range 0.134 0.130 -0.004 -3.0% 0.480
ATR 0.168 0.165 -0.003 -1.6% 0.000
Volume 3,380 4,878 1,498 44.3% 12,340
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.554 5.469 5.195
R3 5.424 5.339 5.159
R2 5.294 5.294 5.147
R1 5.209 5.209 5.135 5.187
PP 5.164 5.164 5.164 5.153
S1 5.079 5.079 5.111 5.057
S2 5.034 5.034 5.099
S3 4.904 4.949 5.087
S4 4.774 4.819 5.052
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.921 6.614 5.610
R3 6.441 6.134 5.478
R2 5.961 5.961 5.434
R1 5.654 5.654 5.390 5.568
PP 5.481 5.481 5.481 5.438
S1 5.174 5.174 5.302 5.088
S2 5.001 5.001 5.258
S3 4.521 4.694 5.214
S4 4.041 4.214 5.082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.656 5.120 0.536 10.5% 0.128 2.5% 1% False True 3,329
10 5.789 5.120 0.669 13.1% 0.142 2.8% 0% False True 3,222
20 5.884 5.120 0.764 14.9% 0.147 2.9% 0% False True 2,615
40 6.160 5.120 1.040 20.3% 0.148 2.9% 0% False True 2,206
60 6.160 4.970 1.190 23.2% 0.158 3.1% 13% False False 2,266
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.803
2.618 5.590
1.618 5.460
1.000 5.380
0.618 5.330
HIGH 5.250
0.618 5.200
0.500 5.185
0.382 5.170
LOW 5.120
0.618 5.040
1.000 4.990
1.618 4.910
2.618 4.780
4.250 4.568
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 5.185 5.270
PP 5.164 5.221
S1 5.144 5.172

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

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