NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 5.642 5.565 -0.077 -1.4% 5.663
High 5.645 5.590 -0.055 -1.0% 5.803
Low 5.537 5.411 -0.126 -2.3% 5.533
Close 5.605 5.494 -0.111 -2.0% 5.720
Range 0.108 0.179 0.071 65.7% 0.270
ATR 0.153 0.156 0.003 1.9% 0.000
Volume 717 1,653 936 130.5% 5,698
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.035 5.944 5.592
R3 5.856 5.765 5.543
R2 5.677 5.677 5.527
R1 5.586 5.586 5.510 5.542
PP 5.498 5.498 5.498 5.477
S1 5.407 5.407 5.478 5.363
S2 5.319 5.319 5.461
S3 5.140 5.228 5.445
S4 4.961 5.049 5.396
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.495 6.378 5.869
R3 6.225 6.108 5.794
R2 5.955 5.955 5.770
R1 5.838 5.838 5.745 5.897
PP 5.685 5.685 5.685 5.715
S1 5.568 5.568 5.695 5.627
S2 5.415 5.415 5.671
S3 5.145 5.298 5.646
S4 4.875 5.028 5.572
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.803 5.411 0.392 7.1% 0.146 2.7% 21% False True 1,190
10 5.803 5.384 0.419 7.6% 0.157 2.9% 26% False False 1,056
20 5.855 5.280 0.575 10.5% 0.132 2.4% 37% False False 1,043
40 6.487 5.280 1.207 22.0% 0.139 2.5% 18% False False 1,002
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 0.015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.351
2.618 6.059
1.618 5.880
1.000 5.769
0.618 5.701
HIGH 5.590
0.618 5.522
0.500 5.501
0.382 5.479
LOW 5.411
0.618 5.300
1.000 5.232
1.618 5.121
2.618 4.942
4.250 4.650
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 5.501 5.551
PP 5.498 5.532
S1 5.496 5.513

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

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