NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 17-Feb-2010

Day Change Summary
	Previous	Current
	16-Feb-2010	17-Feb-2010	Change	Change %	Previous Week
Open	5.832	5.714	-0.118	-2.0%	5.981
High	5.885	5.750	-0.135	-2.3%	6.000
Low	5.696	5.669	-0.027	-0.5%	5.652
Close	5.698	5.732	0.034	0.6%	5.824
Range	0.189	0.081	-0.108	-57.1%	0.348
ATR	0.160	0.154	-0.006	-3.5%	0.000
Volume	10,742	7,200	-3,542	-33.0%	46,404

Daily Pivots for day following 17-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.960	5.927	5.777
R3	5.879	5.846	5.754
R2	5.798	5.798	5.747
R1	5.765	5.765	5.739	5.782
PP	5.717	5.717	5.717	5.725
S1	5.684	5.684	5.725	5.701
S2	5.636	5.636	5.717
S3	5.555	5.603	5.710
S4	5.474	5.522	5.687

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.869	6.695	6.015
R3	6.521	6.347	5.920
R2	6.173	6.173	5.888
R1	5.999	5.999	5.856	5.912
PP	5.825	5.825	5.825	5.782
S1	5.651	5.651	5.792	5.564
S2	5.477	5.477	5.760
S3	5.129	5.303	5.728
S4	4.781	4.955	5.633

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.885	5.652	0.233	4.1%	0.121	2.1%	34%	False	False	8,730
10	6.000	5.622	0.378	6.6%	0.147	2.6%	29%	False	False	8,977

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.033
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	6.094
2.618	5.962
1.618	5.881
1.000	5.831
0.618	5.800
HIGH	5.750
0.618	5.719
0.500	5.710
0.382	5.700
LOW	5.669
0.618	5.619
1.000	5.588
1.618	5.538
2.618	5.457
4.250	5.325

Fisher Pivots for day following 17-Feb-2010
Pivot	1 day	3 day
R1	5.725	5.777
PP	5.717	5.762
S1	5.710	5.747

Download as Excel Spreadsheet

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

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