NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 5.146 5.082 -0.064 -1.2% 5.204
High 5.146 5.130 -0.016 -0.3% 5.210
Low 5.040 5.060 0.020 0.4% 5.040
Close 5.055 5.107 0.052 1.0% 5.107
Range 0.106 0.070 -0.036 -34.0% 0.170
ATR 0.155 0.149 -0.006 -3.7% 0.000
Volume 2,546 2,964 418 16.4% 15,418
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.309 5.278 5.146
R3 5.239 5.208 5.126
R2 5.169 5.169 5.120
R1 5.138 5.138 5.113 5.154
PP 5.099 5.099 5.099 5.107
S1 5.068 5.068 5.101 5.084
S2 5.029 5.029 5.094
S3 4.959 4.998 5.088
S4 4.889 4.928 5.069
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.629 5.538 5.201
R3 5.459 5.368 5.154
R2 5.289 5.289 5.138
R1 5.198 5.198 5.123 5.159
PP 5.119 5.119 5.119 5.099
S1 5.028 5.028 5.091 4.989
S2 4.949 4.949 5.076
S3 4.779 4.858 5.060
S4 4.609 4.688 5.014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.210 5.040 0.170 3.3% 0.088 1.7% 39% False False 3,083
10 5.752 5.040 0.712 13.9% 0.116 2.3% 9% False False 3,628
20 5.864 5.040 0.824 16.1% 0.130 2.5% 8% False False 3,251
40 6.111 5.040 1.071 21.0% 0.144 2.8% 6% False False 2,881
60 6.111 4.920 1.191 23.3% 0.156 3.1% 16% False False 2,894
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 5.428
2.618 5.313
1.618 5.243
1.000 5.200
0.618 5.173
HIGH 5.130
0.618 5.103
0.500 5.095
0.382 5.087
LOW 5.060
0.618 5.017
1.000 4.990
1.618 4.947
2.618 4.877
4.250 4.763
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 5.103 5.120
PP 5.099 5.115
S1 5.095 5.111

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

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