NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 5.545 5.695 0.150 2.7% 5.660
High 5.710 5.705 -0.005 -0.1% 5.710
Low 5.492 5.580 0.088 1.6% 5.411
Close 5.708 5.683 -0.025 -0.4% 5.683
Range 0.218 0.125 -0.093 -42.7% 0.299
ATR 0.160 0.158 -0.002 -1.4% 0.000
Volume 1,976 2,814 838 42.4% 7,741
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.031 5.982 5.752
R3 5.906 5.857 5.717
R2 5.781 5.781 5.706
R1 5.732 5.732 5.694 5.694
PP 5.656 5.656 5.656 5.637
S1 5.607 5.607 5.672 5.569
S2 5.531 5.531 5.660
S3 5.406 5.482 5.649
S4 5.281 5.357 5.614
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 5.710 5.411 0.299 5.3% 0.140 2.5% 91% False False 1,548
10 5.803 5.411 0.392 6.9% 0.148 2.6% 69% False False 1,343
20 5.803 5.280 0.523 9.2% 0.137 2.4% 77% False False 1,109
40 6.487 5.280 1.207 21.2% 0.135 2.4% 33% False False 1,047
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.236
2.618 6.032
1.618 5.907
1.000 5.830
0.618 5.782
HIGH 5.705
0.618 5.657
0.500 5.643
0.382 5.628
LOW 5.580
0.618 5.503
1.000 5.455
1.618 5.378
2.618 5.253
4.250 5.049
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 5.670 5.642
PP 5.656 5.601
S1 5.643 5.561

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

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