NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 12-Feb-2010

Day Change Summary
	Previous	Current
	11-Feb-2010	12-Feb-2010	Change	Change %	Previous Week
Open	5.660	5.610	-0.050	-0.9%	5.642
High	5.661	5.750	0.089	1.6%	5.864
Low	5.590	5.560	-0.030	-0.5%	5.516
Close	5.660	5.694	0.034	0.6%	5.694
Range	0.071	0.190	0.119	167.6%	0.348
ATR	0.168	0.170	0.002	0.9%	0.000
Volume	3,886	2,007	-1,879	-48.4%	17,361

Daily Pivots for day following 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.238	6.156	5.799
R3	6.048	5.966	5.746
R2	5.858	5.858	5.729
R1	5.776	5.776	5.711	5.817
PP	5.668	5.668	5.668	5.689
S1	5.586	5.586	5.677	5.627
S2	5.478	5.478	5.659
S3	5.288	5.396	5.642
S4	5.098	5.206	5.590

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.735	6.563	5.885
R3	6.387	6.215	5.790
R2	6.039	6.039	5.758
R1	5.867	5.867	5.726	5.953
PP	5.691	5.691	5.691	5.735
S1	5.519	5.519	5.662	5.605
S2	5.343	5.343	5.630
S3	4.995	5.171	5.598
S4	4.647	4.823	5.503

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.864	5.516	0.348	6.1%	0.145	2.5%	51%	False	False	3,472
10	5.864	5.487	0.377	6.6%	0.147	2.6%	55%	False	False	2,821
20	5.951	5.370	0.581	10.2%	0.137	2.4%	56%	False	False	2,515
40	6.111	5.370	0.741	13.0%	0.159	2.8%	44%	False	False	2,721

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.558
2.618	6.247
1.618	6.057
1.000	5.940
0.618	5.867
HIGH	5.750
0.618	5.677
0.500	5.655
0.382	5.633
LOW	5.560
0.618	5.443
1.000	5.370
1.618	5.253
2.618	5.063
4.250	4.753

Fisher Pivots for day following 12-Feb-2010
Pivot	1 day	3 day
R1	5.681	5.674
PP	5.668	5.653
S1	5.655	5.633

Download as Excel Spreadsheet

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

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