NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 5.180 5.135 -0.045 -0.9% 5.300
High 5.180 5.170 -0.010 -0.2% 5.300
Low 5.076 5.098 0.022 0.4% 5.076
Close 5.093 5.145 0.052 1.0% 5.145
Range 0.104 0.072 -0.032 -30.8% 0.224
ATR 0.157 0.152 -0.006 -3.6% 0.000
Volume 2,051 3,243 1,192 58.1% 16,378
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.354 5.321 5.185
R3 5.282 5.249 5.165
R2 5.210 5.210 5.158
R1 5.177 5.177 5.152 5.194
PP 5.138 5.138 5.138 5.146
S1 5.105 5.105 5.138 5.122
S2 5.066 5.066 5.132
S3 4.994 5.033 5.125
S4 4.922 4.961 5.105
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.846 5.719 5.268
R3 5.622 5.495 5.207
R2 5.398 5.398 5.186
R1 5.271 5.271 5.166 5.223
PP 5.174 5.174 5.174 5.149
S1 5.047 5.047 5.124 4.999
S2 4.950 4.950 5.104
S3 4.726 4.823 5.083
S4 4.502 4.599 5.022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.300 5.076 0.224 4.4% 0.110 2.1% 31% False False 3,275
10 5.789 5.076 0.713 13.9% 0.133 2.6% 10% False False 3,049
20 5.884 5.076 0.808 15.7% 0.141 2.7% 9% False False 2,772
40 6.160 5.076 1.084 21.1% 0.146 2.8% 6% False False 2,256
60 6.160 4.970 1.190 23.1% 0.151 2.9% 15% False False 2,360
80 6.160 4.970 1.190 23.1% 0.148 2.9% 15% False False 2,146
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 5.476
2.618 5.358
1.618 5.286
1.000 5.242
0.618 5.214
HIGH 5.170
0.618 5.142
0.500 5.134
0.382 5.126
LOW 5.098
0.618 5.054
1.000 5.026
1.618 4.982
2.618 4.910
4.250 4.792
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 5.141 5.153
PP 5.138 5.150
S1 5.134 5.148

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

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