NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 5.898 6.004 0.106 1.8% 5.660
High 6.041 6.004 -0.037 -0.6% 5.710
Low 5.898 5.777 -0.121 -2.1% 5.411
Close 6.020 5.771 -0.249 -4.1% 5.683
Range 0.143 0.227 0.084 58.7% 0.299
ATR 0.174 0.179 0.005 2.9% 0.000
Volume 2,395 1,546 -849 -35.4% 7,741
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.532 6.378 5.896
R3 6.305 6.151 5.833
R2 6.078 6.078 5.813
R1 5.924 5.924 5.792 5.888
PP 5.851 5.851 5.851 5.832
S1 5.697 5.697 5.750 5.661
S2 5.624 5.624 5.729
S3 5.397 5.470 5.709
S4 5.170 5.243 5.646
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.498 6.390 5.847
R3 6.199 6.091 5.765
R2 5.900 5.900 5.738
R1 5.792 5.792 5.710 5.846
PP 5.601 5.601 5.601 5.629
S1 5.493 5.493 5.656 5.547
S2 5.302 5.302 5.628
S3 5.003 5.194 5.601
S4 4.704 4.895 5.519
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.124 5.580 0.544 9.4% 0.188 3.3% 35% False False 2,296
10 6.124 5.411 0.713 12.4% 0.165 2.9% 50% False False 1,782
20 6.124 5.280 0.844 14.6% 0.157 2.7% 58% False False 1,329
40 6.487 5.280 1.207 20.9% 0.141 2.4% 41% False False 1,173
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 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.969
2.618 6.598
1.618 6.371
1.000 6.231
0.618 6.144
HIGH 6.004
0.618 5.917
0.500 5.891
0.382 5.864
LOW 5.777
0.618 5.637
1.000 5.550
1.618 5.410
2.618 5.183
4.250 4.812
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 5.891 5.909
PP 5.851 5.863
S1 5.811 5.817

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

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