NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 5.250 5.120 -0.130 -2.5% 5.602
High 5.250 5.229 -0.021 -0.4% 5.789
Low 5.120 5.120 0.000 0.0% 5.309
Close 5.123 5.181 0.058 1.1% 5.346
Range 0.130 0.109 -0.021 -16.2% 0.480
ATR 0.165 0.161 -0.004 -2.4% 0.000
Volume 4,878 2,826 -2,052 -42.1% 12,340
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.504 5.451 5.241
R3 5.395 5.342 5.211
R2 5.286 5.286 5.201
R1 5.233 5.233 5.191 5.260
PP 5.177 5.177 5.177 5.190
S1 5.124 5.124 5.171 5.151
S2 5.068 5.068 5.161
S3 4.959 5.015 5.151
S4 4.850 4.906 5.121
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 5.613 5.120 0.493 9.5% 0.132 2.6% 12% False True 3,285
10 5.789 5.120 0.669 12.9% 0.135 2.6% 9% False True 3,274
20 5.884 5.120 0.764 14.7% 0.146 2.8% 8% False True 2,686
40 6.160 5.120 1.040 20.1% 0.146 2.8% 6% False True 2,237
60 6.160 4.970 1.190 23.0% 0.155 3.0% 18% False False 2,299
80 6.160 4.970 1.190 23.0% 0.151 2.9% 18% False False 2,133
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.692
2.618 5.514
1.618 5.405
1.000 5.338
0.618 5.296
HIGH 5.229
0.618 5.187
0.500 5.175
0.382 5.162
LOW 5.120
0.618 5.053
1.000 5.011
1.618 4.944
2.618 4.835
4.250 4.657
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 5.179 5.210
PP 5.177 5.200
S1 5.175 5.191

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

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