NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 5.162 5.110 -0.052 -1.0% 5.570
High 5.166 5.199 0.033 0.6% 5.752
Low 5.088 5.086 -0.002 0.0% 5.287
Close 5.091 5.146 0.055 1.1% 5.316
Range 0.078 0.113 0.035 44.9% 0.465
ATR 0.162 0.159 -0.004 -2.2% 0.000
Volume 3,140 2,966 -174 -5.5% 18,863
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.483 5.427 5.208
R3 5.370 5.314 5.177
R2 5.257 5.257 5.167
R1 5.201 5.201 5.156 5.229
PP 5.144 5.144 5.144 5.158
S1 5.088 5.088 5.136 5.116
S2 5.031 5.031 5.125
S3 4.918 4.975 5.115
S4 4.805 4.862 5.084
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 5.580 5.086 0.494 9.6% 0.103 2.0% 12% False True 4,310
10 5.752 5.086 0.666 12.9% 0.115 2.2% 9% False True 3,924
20 5.864 5.086 0.778 15.1% 0.134 2.6% 8% False True 3,249
40 6.111 5.086 1.025 19.9% 0.143 2.8% 6% False True 2,913
60 6.111 4.920 1.191 23.1% 0.162 3.1% 19% False False 2,848
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.679
2.618 5.495
1.618 5.382
1.000 5.312
0.618 5.269
HIGH 5.199
0.618 5.156
0.500 5.143
0.382 5.129
LOW 5.086
0.618 5.016
1.000 4.973
1.618 4.903
2.618 4.790
4.250 4.606
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 5.145 5.148
PP 5.144 5.147
S1 5.143 5.147

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

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