NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 5.120 5.180 0.060 1.2% 5.602
High 5.229 5.180 -0.049 -0.9% 5.789
Low 5.120 5.076 -0.044 -0.9% 5.309
Close 5.181 5.093 -0.088 -1.7% 5.346
Range 0.109 0.104 -0.005 -4.6% 0.480
ATR 0.161 0.157 -0.004 -2.5% 0.000
Volume 2,826 2,051 -775 -27.4% 12,340
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.428 5.365 5.150
R3 5.324 5.261 5.122
R2 5.220 5.220 5.112
R1 5.157 5.157 5.103 5.137
PP 5.116 5.116 5.116 5.106
S1 5.053 5.053 5.083 5.033
S2 5.012 5.012 5.074
S3 4.908 4.949 5.064
S4 4.804 4.845 5.036
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 5.419 5.076 0.343 6.7% 0.117 2.3% 5% False True 3,180
10 5.789 5.076 0.713 14.0% 0.135 2.7% 2% False True 3,011
20 5.884 5.076 0.808 15.9% 0.144 2.8% 2% False True 2,675
40 6.160 5.076 1.084 21.3% 0.147 2.9% 2% False True 2,223
60 6.160 4.970 1.190 23.4% 0.151 3.0% 10% False False 2,313
80 6.160 4.970 1.190 23.4% 0.151 3.0% 10% False False 2,130
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.622
2.618 5.452
1.618 5.348
1.000 5.284
0.618 5.244
HIGH 5.180
0.618 5.140
0.500 5.128
0.382 5.116
LOW 5.076
0.618 5.012
1.000 4.972
1.618 4.908
2.618 4.804
4.250 4.634
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 5.128 5.163
PP 5.116 5.140
S1 5.105 5.116

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

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