NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 5.250 5.190 -0.060 -1.1% 5.336
High 5.250 5.208 -0.042 -0.8% 5.500
Low 5.170 5.053 -0.117 -2.3% 5.271
Close 5.191 5.059 -0.132 -2.5% 5.287
Range 0.080 0.155 0.075 93.8% 0.229
ATR 0.130 0.132 0.002 1.4% 0.000
Volume 2,138 1,910 -228 -10.7% 13,982
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.572 5.470 5.144
R3 5.417 5.315 5.102
R2 5.262 5.262 5.087
R1 5.160 5.160 5.073 5.134
PP 5.107 5.107 5.107 5.093
S1 5.005 5.005 5.045 4.979
S2 4.952 4.952 5.031
S3 4.797 4.850 5.016
S4 4.642 4.695 4.974
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 5.447 5.053 0.394 7.8% 0.111 2.2% 2% False True 2,230
10 5.500 5.053 0.447 8.8% 0.110 2.2% 1% False True 2,210
20 6.041 5.053 0.988 19.5% 0.114 2.2% 1% False True 1,879
40 6.124 5.053 1.071 21.2% 0.129 2.6% 1% False True 1,554
60 6.487 5.053 1.434 28.3% 0.132 2.6% 0% False True 1,372
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.867
2.618 5.614
1.618 5.459
1.000 5.363
0.618 5.304
HIGH 5.208
0.618 5.149
0.500 5.131
0.382 5.112
LOW 5.053
0.618 4.957
1.000 4.898
1.618 4.802
2.618 4.647
4.250 4.394
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 5.131 5.227
PP 5.107 5.171
S1 5.083 5.115

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

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