NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 5.609 5.429 -0.180 -3.2% 5.642
High 5.626 5.580 -0.046 -0.8% 5.864
Low 5.530 5.400 -0.130 -2.4% 5.516
Close 5.609 5.429 -0.180 -3.2% 5.694
Range 0.096 0.180 0.084 87.5% 0.348
ATR 0.165 0.168 0.003 1.9% 0.000
Volume 2,746 4,975 2,229 81.2% 17,361
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.010 5.899 5.528
R3 5.830 5.719 5.479
R2 5.650 5.650 5.462
R1 5.539 5.539 5.446 5.519
PP 5.470 5.470 5.470 5.460
S1 5.359 5.359 5.413 5.339
S2 5.290 5.290 5.396
S3 5.110 5.179 5.380
S4 4.930 4.999 5.330
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 5.400 0.352 6.5% 0.144 2.7% 8% False True 3,617
10 5.864 5.400 0.464 8.5% 0.152 2.8% 6% False True 3,396
20 5.951 5.370 0.581 10.7% 0.145 2.7% 10% False False 2,832
40 6.111 5.370 0.741 13.6% 0.156 2.9% 8% False False 2,714
60 6.111 4.920 1.191 21.9% 0.168 3.1% 43% False False 2,673
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.345
2.618 6.051
1.618 5.871
1.000 5.760
0.618 5.691
HIGH 5.580
0.618 5.511
0.500 5.490
0.382 5.469
LOW 5.400
0.618 5.289
1.000 5.220
1.618 5.109
2.618 4.929
4.250 4.635
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 5.490 5.576
PP 5.470 5.527
S1 5.449 5.478

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

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