NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 5.190 5.054 -0.136 -2.6% 5.336
High 5.208 5.120 -0.088 -1.7% 5.500
Low 5.053 5.028 -0.025 -0.5% 5.271
Close 5.059 5.030 -0.029 -0.6% 5.287
Range 0.155 0.092 -0.063 -40.6% 0.229
ATR 0.132 0.129 -0.003 -2.2% 0.000
Volume 1,910 2,018 108 5.7% 13,982
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.335 5.275 5.081
R3 5.243 5.183 5.055
R2 5.151 5.151 5.047
R1 5.091 5.091 5.038 5.075
PP 5.059 5.059 5.059 5.052
S1 4.999 4.999 5.022 4.983
S2 4.967 4.967 5.013
S3 4.875 4.907 5.005
S4 4.783 4.815 4.979
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 5.423 5.028 0.395 7.9% 0.116 2.3% 1% False True 2,234
10 5.500 5.028 0.472 9.4% 0.111 2.2% 0% False True 2,298
20 6.004 5.028 0.976 19.4% 0.111 2.2% 0% False True 1,860
40 6.124 5.028 1.096 21.8% 0.131 2.6% 0% False True 1,577
60 6.487 5.028 1.459 29.0% 0.131 2.6% 0% False True 1,392
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 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.511
2.618 5.361
1.618 5.269
1.000 5.212
0.618 5.177
HIGH 5.120
0.618 5.085
0.500 5.074
0.382 5.063
LOW 5.028
0.618 4.971
1.000 4.936
1.618 4.879
2.618 4.787
4.250 4.637
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 5.074 5.139
PP 5.059 5.103
S1 5.045 5.066

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

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