NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 5.346 5.300 -0.046 -0.9% 5.602
High 5.419 5.300 -0.119 -2.2% 5.789
Low 5.309 5.166 -0.143 -2.7% 5.309
Close 5.346 5.215 -0.131 -2.5% 5.346
Range 0.110 0.134 0.024 21.8% 0.480
ATR 0.167 0.168 0.001 0.5% 0.000
Volume 2,767 3,380 613 22.2% 12,340
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.629 5.556 5.289
R3 5.495 5.422 5.252
R2 5.361 5.361 5.240
R1 5.288 5.288 5.227 5.258
PP 5.227 5.227 5.227 5.212
S1 5.154 5.154 5.203 5.124
S2 5.093 5.093 5.190
S3 4.959 5.020 5.178
S4 4.825 4.886 5.141
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.921 6.614 5.610
R3 6.441 6.134 5.478
R2 5.961 5.961 5.434
R1 5.654 5.654 5.390 5.568
PP 5.481 5.481 5.481 5.438
S1 5.174 5.174 5.302 5.088
S2 5.001 5.001 5.258
S3 4.521 4.694 5.214
S4 4.041 4.214 5.082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.789 5.166 0.623 11.9% 0.140 2.7% 8% False True 3,144
10 5.884 5.166 0.718 13.8% 0.149 2.9% 7% False True 3,068
20 5.971 5.166 0.805 15.4% 0.146 2.8% 6% False True 2,433
40 6.160 5.166 0.994 19.1% 0.149 2.9% 5% False True 2,148
60 6.160 4.970 1.190 22.8% 0.158 3.0% 21% False False 2,194
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.870
2.618 5.651
1.618 5.517
1.000 5.434
0.618 5.383
HIGH 5.300
0.618 5.249
0.500 5.233
0.382 5.217
LOW 5.166
0.618 5.083
1.000 5.032
1.618 4.949
2.618 4.815
4.250 4.597
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 5.233 5.390
PP 5.227 5.331
S1 5.221 5.273

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

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