NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 16-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 16-Feb-2010 Change Change % Previous Week
Open 5.610 5.570 -0.040 -0.7% 5.642
High 5.750 5.752 0.002 0.0% 5.864
Low 5.560 5.569 0.009 0.2% 5.516
Close 5.694 5.570 -0.124 -2.2% 5.694
Range 0.190 0.183 -0.007 -3.7% 0.348
ATR 0.170 0.171 0.001 0.6% 0.000
Volume 2,007 4,472 2,465 122.8% 17,361
Daily Pivots for day following 16-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.179 6.058 5.671
R3 5.996 5.875 5.620
R2 5.813 5.813 5.604
R1 5.692 5.692 5.587 5.662
PP 5.630 5.630 5.630 5.615
S1 5.509 5.509 5.553 5.479
S2 5.447 5.447 5.536
S3 5.264 5.326 5.520
S4 5.081 5.143 5.469
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 5.752 5.516 0.236 4.2% 0.137 2.5% 23% True False 3,493
10 5.864 5.487 0.377 6.8% 0.151 2.7% 22% False False 3,083
20 5.951 5.370 0.581 10.4% 0.142 2.6% 34% False False 2,634
40 6.111 5.370 0.741 13.3% 0.160 2.9% 27% False False 2,743
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.530
2.618 6.231
1.618 6.048
1.000 5.935
0.618 5.865
HIGH 5.752
0.618 5.682
0.500 5.661
0.382 5.639
LOW 5.569
0.618 5.456
1.000 5.386
1.618 5.273
2.618 5.090
4.250 4.791
Fisher Pivots for day following 16-Feb-2010
Pivot 1 day 3 day
R1 5.661 5.656
PP 5.630 5.627
S1 5.600 5.599

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

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