NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 4.770 4.834 0.064 1.3% 5.250
High 4.903 5.012 0.109 2.2% 5.250
Low 4.730 4.834 0.104 2.2% 4.730
Close 4.865 4.962 0.097 2.0% 4.865
Range 0.173 0.178 0.005 2.9% 0.520
ATR 0.138 0.141 0.003 2.1% 0.000
Volume 2,662 3,082 420 15.8% 11,187
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.470 5.394 5.060
R3 5.292 5.216 5.011
R2 5.114 5.114 4.995
R1 5.038 5.038 4.978 5.076
PP 4.936 4.936 4.936 4.955
S1 4.860 4.860 4.946 4.898
S2 4.758 4.758 4.929
S3 4.580 4.682 4.913
S4 4.402 4.504 4.864
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 5.208 4.730 0.478 9.6% 0.163 3.3% 49% False False 2,426
10 5.496 4.730 0.766 15.4% 0.131 2.6% 30% False False 2,401
20 5.815 4.730 1.085 21.9% 0.116 2.3% 21% False False 2,042
40 6.124 4.730 1.394 28.1% 0.139 2.8% 17% False False 1,736
60 6.487 4.730 1.757 35.4% 0.131 2.6% 13% False False 1,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.769
2.618 5.478
1.618 5.300
1.000 5.190
0.618 5.122
HIGH 5.012
0.618 4.944
0.500 4.923
0.382 4.902
LOW 4.834
0.618 4.724
1.000 4.656
1.618 4.546
2.618 4.368
4.250 4.078
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 4.949 4.943
PP 4.936 4.924
S1 4.923 4.905

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

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