NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 5.406 5.400 -0.006 -0.1% 5.336
High 5.423 5.400 -0.023 -0.4% 5.500
Low 5.300 5.271 -0.029 -0.5% 5.271
Close 5.402 5.287 -0.115 -2.1% 5.287
Range 0.123 0.129 0.006 4.9% 0.229
ATR 0.131 0.131 0.000 0.0% 0.000
Volume 2,527 2,580 53 2.1% 13,982
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.706 5.626 5.358
R3 5.577 5.497 5.322
R2 5.448 5.448 5.311
R1 5.368 5.368 5.299 5.344
PP 5.319 5.319 5.319 5.307
S1 5.239 5.239 5.275 5.215
S2 5.190 5.190 5.263
S3 5.061 5.110 5.252
S4 4.932 4.981 5.216
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.040 5.892 5.413
R3 5.811 5.663 5.350
R2 5.582 5.582 5.329
R1 5.434 5.434 5.308 5.394
PP 5.353 5.353 5.353 5.332
S1 5.205 5.205 5.266 5.165
S2 5.124 5.124 5.245
S3 4.895 4.976 5.224
S4 4.666 4.747 5.161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.500 5.271 0.229 4.3% 0.117 2.2% 7% False True 2,796
10 5.571 5.271 0.300 5.7% 0.101 1.9% 5% False True 2,104
20 6.124 5.271 0.853 16.1% 0.124 2.3% 2% False True 1,913
40 6.124 5.271 0.853 16.1% 0.130 2.5% 2% False True 1,511
60 6.487 5.271 1.216 23.0% 0.132 2.5% 1% False True 1,336
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.948
2.618 5.738
1.618 5.609
1.000 5.529
0.618 5.480
HIGH 5.400
0.618 5.351
0.500 5.336
0.382 5.320
LOW 5.271
0.618 5.191
1.000 5.142
1.618 5.062
2.618 4.933
4.250 4.723
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 5.336 5.359
PP 5.319 5.335
S1 5.303 5.311

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

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