NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 5.204 5.162 -0.042 -0.8% 5.570
High 5.210 5.166 -0.044 -0.8% 5.752
Low 5.137 5.088 -0.049 -1.0% 5.287
Close 5.183 5.091 -0.092 -1.8% 5.316
Range 0.073 0.078 0.005 6.8% 0.465
ATR 0.167 0.162 -0.005 -3.1% 0.000
Volume 3,802 3,140 -662 -17.4% 18,863
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.349 5.298 5.134
R3 5.271 5.220 5.112
R2 5.193 5.193 5.105
R1 5.142 5.142 5.098 5.129
PP 5.115 5.115 5.115 5.108
S1 5.064 5.064 5.084 5.051
S2 5.037 5.037 5.077
S3 4.959 4.986 5.070
S4 4.881 4.908 5.048
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 5.626 5.088 0.538 10.6% 0.100 2.0% 1% False True 4,266
10 5.752 5.088 0.664 13.0% 0.118 2.3% 0% False True 3,880
20 5.864 5.088 0.776 15.2% 0.136 2.7% 0% False True 3,187
40 6.111 5.088 1.023 20.1% 0.145 2.9% 0% False True 2,904
60 6.111 4.920 1.191 23.4% 0.165 3.2% 14% False False 2,828
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.498
2.618 5.370
1.618 5.292
1.000 5.244
0.618 5.214
HIGH 5.166
0.618 5.136
0.500 5.127
0.382 5.118
LOW 5.088
0.618 5.040
1.000 5.010
1.618 4.962
2.618 4.884
4.250 4.757
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 5.127 5.224
PP 5.115 5.180
S1 5.103 5.135

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

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