NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 6.004 5.820 -0.184 -3.1% 5.850
High 6.004 5.874 -0.130 -2.2% 6.124
Low 5.777 5.720 -0.057 -1.0% 5.720
Close 5.771 5.727 -0.044 -0.8% 5.727
Range 0.227 0.154 -0.073 -32.2% 0.404
ATR 0.179 0.177 -0.002 -1.0% 0.000
Volume 1,546 2,271 725 46.9% 10,937
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.236 6.135 5.812
R3 6.082 5.981 5.769
R2 5.928 5.928 5.755
R1 5.827 5.827 5.741 5.801
PP 5.774 5.774 5.774 5.760
S1 5.673 5.673 5.713 5.647
S2 5.620 5.620 5.699
S3 5.466 5.519 5.685
S4 5.312 5.365 5.642
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 7.069 6.802 5.949
R3 6.665 6.398 5.838
R2 6.261 6.261 5.801
R1 5.994 5.994 5.764 5.926
PP 5.857 5.857 5.857 5.823
S1 5.590 5.590 5.690 5.522
S2 5.453 5.453 5.653
S3 5.049 5.186 5.616
S4 4.645 4.782 5.505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.124 5.720 0.404 7.1% 0.194 3.4% 2% False True 2,187
10 6.124 5.411 0.713 12.4% 0.167 2.9% 44% False False 1,867
20 6.124 5.280 0.844 14.7% 0.163 2.8% 53% False False 1,419
40 6.487 5.280 1.207 21.1% 0.141 2.5% 37% False False 1,200
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.529
2.618 6.277
1.618 6.123
1.000 6.028
0.618 5.969
HIGH 5.874
0.618 5.815
0.500 5.797
0.382 5.779
LOW 5.720
0.618 5.625
1.000 5.566
1.618 5.471
2.618 5.317
4.250 5.066
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 5.797 5.881
PP 5.774 5.829
S1 5.750 5.778

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

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