NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 5.748 5.815 0.067 1.2% 5.850
High 5.814 5.815 0.001 0.0% 6.124
Low 5.723 5.662 -0.061 -1.1% 5.720
Close 5.734 5.689 -0.045 -0.8% 5.727
Range 0.091 0.153 0.062 68.1% 0.404
ATR 0.171 0.169 -0.001 -0.7% 0.000
Volume 740 862 122 16.5% 10,937
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.181 6.088 5.773
R3 6.028 5.935 5.731
R2 5.875 5.875 5.717
R1 5.782 5.782 5.703 5.752
PP 5.722 5.722 5.722 5.707
S1 5.629 5.629 5.675 5.599
S2 5.569 5.569 5.661
S3 5.416 5.476 5.647
S4 5.263 5.323 5.605
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 6.041 5.662 0.379 6.7% 0.154 2.7% 7% False True 1,562
10 6.124 5.411 0.713 12.5% 0.173 3.0% 39% False False 1,898
20 6.124 5.312 0.812 14.3% 0.166 2.9% 46% False False 1,441
40 6.400 5.280 1.120 19.7% 0.137 2.4% 37% False False 1,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.465
2.618 6.216
1.618 6.063
1.000 5.968
0.618 5.910
HIGH 5.815
0.618 5.757
0.500 5.739
0.382 5.720
LOW 5.662
0.618 5.567
1.000 5.509
1.618 5.414
2.618 5.261
4.250 5.012
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 5.739 5.768
PP 5.722 5.742
S1 5.706 5.715

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

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