NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 25-Aug-2009
Day Change Summary
Previous Current
24-Aug-2009 25-Aug-2009 Change Change % Previous Week
Open 5.336 5.496 0.160 3.0% 5.550
High 5.500 5.496 -0.004 -0.1% 5.571
Low 5.336 5.395 0.059 1.1% 5.348
Close 5.473 5.434 -0.039 -0.7% 5.365
Range 0.164 0.101 -0.063 -38.4% 0.223
ATR 0.138 0.135 -0.003 -1.9% 0.000
Volume 4,234 2,642 -1,592 -37.6% 7,061
Daily Pivots for day following 25-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.745 5.690 5.490
R3 5.644 5.589 5.462
R2 5.543 5.543 5.453
R1 5.488 5.488 5.443 5.465
PP 5.442 5.442 5.442 5.430
S1 5.387 5.387 5.425 5.364
S2 5.341 5.341 5.415
S3 5.240 5.286 5.406
S4 5.139 5.185 5.378
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.097 5.954 5.488
R3 5.874 5.731 5.426
R2 5.651 5.651 5.406
R1 5.508 5.508 5.385 5.468
PP 5.428 5.428 5.428 5.408
S1 5.285 5.285 5.345 5.245
S2 5.205 5.205 5.324
S3 4.982 5.062 5.304
S4 4.759 4.839 5.242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.500 5.336 0.164 3.0% 0.109 2.0% 60% False False 2,189
10 5.747 5.336 0.411 7.6% 0.095 1.7% 24% False False 1,861
20 6.124 5.336 0.788 14.5% 0.134 2.5% 12% False False 1,880
40 6.124 5.280 0.844 15.5% 0.130 2.4% 18% False False 1,437
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 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.925
2.618 5.760
1.618 5.659
1.000 5.597
0.618 5.558
HIGH 5.496
0.618 5.457
0.500 5.446
0.382 5.434
LOW 5.395
0.618 5.333
1.000 5.294
1.618 5.232
2.618 5.131
4.250 4.966
Fisher Pivots for day following 25-Aug-2009
Pivot 1 day 3 day
R1 5.446 5.429
PP 5.442 5.423
S1 5.438 5.418

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

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