NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 5.850 5.930 0.080 1.4% 5.660
High 6.124 6.000 -0.124 -2.0% 5.710
Low 5.826 5.854 0.028 0.5% 5.411
Close 5.980 5.970 -0.010 -0.2% 5.683
Range 0.298 0.146 -0.152 -51.0% 0.299
ATR 0.178 0.176 -0.002 -1.3% 0.000
Volume 1,979 2,746 767 38.8% 7,741
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.379 6.321 6.050
R3 6.233 6.175 6.010
R2 6.087 6.087 5.997
R1 6.029 6.029 5.983 6.058
PP 5.941 5.941 5.941 5.956
S1 5.883 5.883 5.957 5.912
S2 5.795 5.795 5.943
S3 5.649 5.737 5.930
S4 5.503 5.591 5.890
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% 0.193 3.2% 78% False False 2,233
10 6.124 5.411 0.713 11.9% 0.172 2.9% 78% False False 1,626
20 6.124 5.280 0.844 14.1% 0.145 2.4% 82% False False 1,230
40 6.487 5.280 1.207 20.2% 0.141 2.4% 57% False False 1,119
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.621
2.618 6.382
1.618 6.236
1.000 6.146
0.618 6.090
HIGH 6.000
0.618 5.944
0.500 5.927
0.382 5.910
LOW 5.854
0.618 5.764
1.000 5.708
1.618 5.618
2.618 5.472
4.250 5.234
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 5.956 5.931
PP 5.941 5.891
S1 5.927 5.852

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

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