NYMEX Natural Gas Future September 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 5.602 5.639 0.037 0.7% 5.873
High 5.789 5.656 -0.133 -2.3% 5.884
Low 5.598 5.567 -0.031 -0.6% 5.548
Close 5.602 5.639 0.037 0.7% 5.726
Range 0.191 0.089 -0.102 -53.4% 0.336
ATR 0.172 0.166 -0.006 -3.4% 0.000
Volume 3,949 3,050 -899 -22.8% 14,963
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.888 5.852 5.688
R3 5.799 5.763 5.663
R2 5.710 5.710 5.655
R1 5.674 5.674 5.647 5.684
PP 5.621 5.621 5.621 5.625
S1 5.585 5.585 5.631 5.595
S2 5.532 5.532 5.623
S3 5.443 5.496 5.615
S4 5.354 5.407 5.590
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.727 6.563 5.911
R3 6.391 6.227 5.818
R2 6.055 6.055 5.788
R1 5.891 5.891 5.757 5.805
PP 5.719 5.719 5.719 5.677
S1 5.555 5.555 5.695 5.469
S2 5.383 5.383 5.664
S3 5.047 5.219 5.634
S4 4.711 4.883 5.541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.789 5.548 0.241 4.3% 0.138 2.4% 38% False False 3,263
10 5.884 5.511 0.373 6.6% 0.156 2.8% 34% False False 2,765
20 5.987 5.390 0.597 10.6% 0.138 2.5% 42% False False 2,315
40 6.160 5.390 0.770 13.7% 0.148 2.6% 32% False False 2,197
60 6.160 4.970 1.190 21.1% 0.158 2.8% 56% False False 2,102
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 0.031
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 6.034
2.618 5.889
1.618 5.800
1.000 5.745
0.618 5.711
HIGH 5.656
0.618 5.622
0.500 5.612
0.382 5.601
LOW 5.567
0.618 5.512
1.000 5.478
1.618 5.423
2.618 5.334
4.250 5.189
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 5.630 5.678
PP 5.621 5.665
S1 5.612 5.652

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

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