NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 5.000 4.770 -0.230 -4.6% 5.250
High 5.080 4.903 -0.177 -3.5% 5.250
Low 4.865 4.730 -0.135 -2.8% 4.730
Close 4.879 4.865 -0.014 -0.3% 4.865
Range 0.215 0.173 -0.042 -19.5% 0.520
ATR 0.135 0.138 0.003 2.0% 0.000
Volume 2,459 2,662 203 8.3% 11,187
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.352 5.281 4.960
R3 5.179 5.108 4.913
R2 5.006 5.006 4.897
R1 4.935 4.935 4.881 4.971
PP 4.833 4.833 4.833 4.850
S1 4.762 4.762 4.849 4.798
S2 4.660 4.660 4.833
S3 4.487 4.589 4.817
S4 4.314 4.416 4.770
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.508 6.207 5.151
R3 5.988 5.687 5.008
R2 5.468 5.468 4.960
R1 5.167 5.167 4.913 5.058
PP 4.948 4.948 4.948 4.894
S1 4.647 4.647 4.817 4.538
S2 4.428 4.428 4.770
S3 3.908 4.127 4.722
S4 3.388 3.607 4.579
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.250 4.730 0.520 10.7% 0.143 2.9% 26% False True 2,237
10 5.500 4.730 0.770 15.8% 0.130 2.7% 18% False True 2,516
20 5.815 4.730 1.085 22.3% 0.111 2.3% 12% False True 1,925
40 6.124 4.730 1.394 28.7% 0.137 2.8% 10% False True 1,672
60 6.487 4.730 1.757 36.1% 0.131 2.7% 8% False True 1,442
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.638
2.618 5.356
1.618 5.183
1.000 5.076
0.618 5.010
HIGH 4.903
0.618 4.837
0.500 4.817
0.382 4.796
LOW 4.730
0.618 4.623
1.000 4.557
1.618 4.450
2.618 4.277
4.250 3.995
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 4.849 4.925
PP 4.833 4.905
S1 4.817 4.885

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

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