NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 5.429 5.316 -0.113 -2.1% 5.570
High 5.580 5.360 -0.220 -3.9% 5.752
Low 5.400 5.287 -0.113 -2.1% 5.287
Close 5.429 5.316 -0.113 -2.1% 5.316
Range 0.180 0.073 -0.107 -59.4% 0.465
ATR 0.168 0.167 -0.002 -1.1% 0.000
Volume 4,975 6,670 1,695 34.1% 18,863
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.540 5.501 5.356
R3 5.467 5.428 5.336
R2 5.394 5.394 5.329
R1 5.355 5.355 5.323 5.353
PP 5.321 5.321 5.321 5.320
S1 5.282 5.282 5.309 5.280
S2 5.248 5.248 5.303
S3 5.175 5.209 5.296
S4 5.102 5.136 5.276
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.847 6.546 5.572
R3 6.382 6.081 5.444
R2 5.917 5.917 5.401
R1 5.616 5.616 5.359 5.534
PP 5.452 5.452 5.452 5.411
S1 5.151 5.151 5.273 5.069
S2 4.987 4.987 5.231
S3 4.522 4.686 5.188
S4 4.057 4.221 5.060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.752 5.287 0.465 8.7% 0.144 2.7% 6% False True 4,174
10 5.864 5.287 0.577 10.9% 0.142 2.7% 5% False True 3,855
20 5.951 5.287 0.664 12.5% 0.141 2.6% 4% False True 3,090
40 6.111 5.287 0.824 15.5% 0.151 2.8% 4% False True 2,824
60 6.111 4.920 1.191 22.4% 0.167 3.1% 33% False False 2,745
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 0.021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.670
2.618 5.551
1.618 5.478
1.000 5.433
0.618 5.405
HIGH 5.360
0.618 5.332
0.500 5.324
0.382 5.315
LOW 5.287
0.618 5.242
1.000 5.214
1.618 5.169
2.618 5.096
4.250 4.977
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 5.324 5.457
PP 5.321 5.410
S1 5.319 5.363

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

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