NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 5.195 5.290 0.095 1.8% 4.815
High 5.350 5.316 -0.034 -0.6% 5.285
Low 5.138 5.055 -0.083 -1.6% 4.795
Close 5.299 5.076 -0.223 -4.2% 5.243
Range 0.212 0.261 0.049 23.1% 0.490
ATR 0.218 0.221 0.003 1.4% 0.000
Volume 2,073 1,305 -768 -37.0% 8,701
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.932 5.765 5.220
R3 5.671 5.504 5.148
R2 5.410 5.410 5.124
R1 5.243 5.243 5.100 5.196
PP 5.149 5.149 5.149 5.126
S1 4.982 4.982 5.052 4.935
S2 4.888 4.888 5.028
S3 4.627 4.721 5.004
S4 4.366 4.460 4.932
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.578 6.400 5.513
R3 6.088 5.910 5.378
R2 5.598 5.598 5.333
R1 5.420 5.420 5.288 5.509
PP 5.108 5.108 5.108 5.152
S1 4.930 4.930 5.198 5.019
S2 4.618 4.618 5.153
S3 4.128 4.440 5.108
S4 3.638 3.950 4.974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.350 5.007 0.343 6.8% 0.218 4.3% 20% False False 1,799
10 5.350 4.795 0.555 10.9% 0.226 4.4% 51% False False 1,669
20 5.895 4.795 1.100 21.7% 0.206 4.1% 26% False False 1,270
40 6.619 4.795 1.824 35.9% 0.202 4.0% 15% False False 1,050
60 7.211 4.795 2.416 47.6% 0.197 3.9% 12% False False 971
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 0.041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.425
2.618 5.999
1.618 5.738
1.000 5.577
0.618 5.477
HIGH 5.316
0.618 5.216
0.500 5.186
0.382 5.155
LOW 5.055
0.618 4.894
1.000 4.794
1.618 4.633
2.618 4.372
4.250 3.946
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 5.186 5.179
PP 5.149 5.144
S1 5.113 5.110

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

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