NYMEX Natural Gas Future August 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 5.316 5.204 -0.112 -2.1% 5.570
High 5.360 5.210 -0.150 -2.8% 5.752
Low 5.287 5.137 -0.150 -2.8% 5.287
Close 5.316 5.183 -0.133 -2.5% 5.316
Range 0.073 0.073 0.000 0.0% 0.465
ATR 0.167 0.167 0.001 0.5% 0.000
Volume 6,670 3,802 -2,868 -43.0% 18,863
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.396 5.362 5.223
R3 5.323 5.289 5.203
R2 5.250 5.250 5.196
R1 5.216 5.216 5.190 5.197
PP 5.177 5.177 5.177 5.167
S1 5.143 5.143 5.176 5.124
S2 5.104 5.104 5.170
S3 5.031 5.070 5.163
S4 4.958 4.997 5.143
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 5.752 5.137 0.615 11.9% 0.121 2.3% 7% False True 4,533
10 5.864 5.137 0.727 14.0% 0.133 2.6% 6% False True 4,002
20 5.940 5.137 0.803 15.5% 0.138 2.7% 6% False True 3,196
40 6.111 5.137 0.974 18.8% 0.148 2.9% 5% False True 2,879
60 6.111 4.920 1.191 23.0% 0.166 3.2% 22% False False 2,787
Crabel Price Patterns
NR False
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Fibonacci Retracements and Extensions
4.250 5.520
2.618 5.401
1.618 5.328
1.000 5.283
0.618 5.255
HIGH 5.210
0.618 5.182
0.500 5.174
0.382 5.165
LOW 5.137
0.618 5.092
1.000 5.064
1.618 5.019
2.618 4.946
4.250 4.827
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 5.180 5.359
PP 5.177 5.300
S1 5.174 5.242

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

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