NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 5.400 5.250 -0.150 -2.8% 5.336
High 5.400 5.250 -0.150 -2.8% 5.500
Low 5.271 5.170 -0.101 -1.9% 5.271
Close 5.287 5.191 -0.096 -1.8% 5.287
Range 0.129 0.080 -0.049 -38.0% 0.229
ATR 0.131 0.130 -0.001 -0.8% 0.000
Volume 2,580 2,138 -442 -17.1% 13,982
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.444 5.397 5.235
R3 5.364 5.317 5.213
R2 5.284 5.284 5.206
R1 5.237 5.237 5.198 5.221
PP 5.204 5.204 5.204 5.195
S1 5.157 5.157 5.184 5.141
S2 5.124 5.124 5.176
S3 5.044 5.077 5.169
S4 4.964 4.997 5.147
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.040 5.892 5.413
R3 5.811 5.663 5.350
R2 5.582 5.582 5.329
R1 5.434 5.434 5.308 5.394
PP 5.353 5.353 5.353 5.332
S1 5.205 5.205 5.266 5.165
S2 5.124 5.124 5.245
S3 4.895 4.976 5.224
S4 4.666 4.747 5.161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.496 5.170 0.326 6.3% 0.100 1.9% 6% False True 2,377
10 5.507 5.170 0.337 6.5% 0.102 2.0% 6% False True 2,165
20 6.041 5.170 0.871 16.8% 0.113 2.2% 2% False True 1,921
40 6.124 5.170 0.954 18.4% 0.128 2.5% 2% False True 1,548
60 6.487 5.170 1.317 25.4% 0.132 2.5% 2% False True 1,350
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 0.009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.590
2.618 5.459
1.618 5.379
1.000 5.330
0.618 5.299
HIGH 5.250
0.618 5.219
0.500 5.210
0.382 5.201
LOW 5.170
0.618 5.121
1.000 5.090
1.618 5.041
2.618 4.961
4.250 4.830
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 5.210 5.297
PP 5.204 5.261
S1 5.197 5.226

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

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