NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 5.110 5.146 0.036 0.7% 5.570
High 5.199 5.146 -0.053 -1.0% 5.752
Low 5.086 5.040 -0.046 -0.9% 5.287
Close 5.146 5.055 -0.091 -1.8% 5.316
Range 0.113 0.106 -0.007 -6.2% 0.465
ATR 0.159 0.155 -0.004 -2.4% 0.000
Volume 2,966 2,546 -420 -14.2% 18,863
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.398 5.333 5.113
R3 5.292 5.227 5.084
R2 5.186 5.186 5.074
R1 5.121 5.121 5.065 5.101
PP 5.080 5.080 5.080 5.070
S1 5.015 5.015 5.045 4.995
S2 4.974 4.974 5.036
S3 4.868 4.909 5.026
S4 4.762 4.803 4.997
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 5.360 5.040 0.320 6.3% 0.089 1.8% 5% False True 3,824
10 5.752 5.040 0.712 14.1% 0.116 2.3% 2% False True 3,721
20 5.864 5.040 0.824 16.3% 0.132 2.6% 2% False True 3,257
40 6.111 5.040 1.071 21.2% 0.145 2.9% 1% False True 2,895
60 6.111 4.920 1.191 23.6% 0.157 3.1% 11% False False 2,859
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.597
2.618 5.424
1.618 5.318
1.000 5.252
0.618 5.212
HIGH 5.146
0.618 5.106
0.500 5.093
0.382 5.080
LOW 5.040
0.618 4.974
1.000 4.934
1.618 4.868
2.618 4.762
4.250 4.590
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 5.093 5.120
PP 5.080 5.098
S1 5.068 5.077

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

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