NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 5.642 5.682 0.040 0.7% 5.656
High 5.864 5.682 -0.182 -3.1% 5.785
Low 5.640 5.533 -0.107 -1.9% 5.487
Close 5.642 5.554 -0.088 -1.6% 5.735
Range 0.224 0.149 -0.075 -33.5% 0.298
ATR 0.183 0.180 -0.002 -1.3% 0.000
Volume 4,364 2,527 -1,837 -42.1% 10,850
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.037 5.944 5.636
R3 5.888 5.795 5.595
R2 5.739 5.739 5.581
R1 5.646 5.646 5.568 5.618
PP 5.590 5.590 5.590 5.576
S1 5.497 5.497 5.540 5.469
S2 5.441 5.441 5.527
S3 5.292 5.348 5.513
S4 5.143 5.199 5.472
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.563 6.447 5.899
R3 6.265 6.149 5.817
R2 5.967 5.967 5.790
R1 5.851 5.851 5.762 5.909
PP 5.669 5.669 5.669 5.698
S1 5.553 5.553 5.708 5.611
S2 5.371 5.371 5.680
S3 5.073 5.255 5.653
S4 4.775 4.957 5.571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.864 5.487 0.377 6.8% 0.174 3.1% 18% False False 2,882
10 5.864 5.370 0.494 8.9% 0.154 2.8% 37% False False 2,575
20 5.960 5.370 0.590 10.6% 0.148 2.7% 31% False False 2,307
40 6.111 5.370 0.741 13.3% 0.161 2.9% 25% False False 2,746
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 False
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 6.315
2.618 6.072
1.618 5.923
1.000 5.831
0.618 5.774
HIGH 5.682
0.618 5.625
0.500 5.608
0.382 5.590
LOW 5.533
0.618 5.441
1.000 5.384
1.618 5.292
2.618 5.143
4.250 4.900
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 5.608 5.699
PP 5.590 5.650
S1 5.572 5.602

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

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