NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 5.695 5.850 0.155 2.7% 5.660
High 5.705 6.124 0.419 7.3% 5.710
Low 5.580 5.826 0.246 4.4% 5.411
Close 5.683 5.980 0.297 5.2% 5.683
Range 0.125 0.298 0.173 138.4% 0.299
ATR 0.158 0.178 0.020 12.8% 0.000
Volume 2,814 1,979 -835 -29.7% 7,741
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.871 6.723 6.144
R3 6.573 6.425 6.062
R2 6.275 6.275 6.035
R1 6.127 6.127 6.007 6.201
PP 5.977 5.977 5.977 6.014
S1 5.829 5.829 5.953 5.903
S2 5.679 5.679 5.925
S3 5.381 5.531 5.898
S4 5.083 5.233 5.816
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 5.411 0.713 11.9% 0.186 3.1% 80% True False 1,827
10 6.124 5.411 0.713 11.9% 0.164 2.7% 80% True False 1,429
20 6.124 5.280 0.844 14.1% 0.143 2.4% 83% True False 1,176
40 6.487 5.280 1.207 20.2% 0.141 2.4% 58% False False 1,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 7.391
2.618 6.904
1.618 6.606
1.000 6.422
0.618 6.308
HIGH 6.124
0.618 6.010
0.500 5.975
0.382 5.940
LOW 5.826
0.618 5.642
1.000 5.528
1.618 5.344
2.618 5.046
4.250 4.560
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 5.978 5.923
PP 5.977 5.865
S1 5.975 5.808

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

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