NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 4.834 5.003 0.169 3.5% 5.250
High 5.012 5.088 0.076 1.5% 5.250
Low 4.834 4.971 0.137 2.8% 4.730
Close 4.962 4.975 0.013 0.3% 4.865
Range 0.178 0.117 -0.061 -34.3% 0.520
ATR 0.141 0.140 -0.001 -0.7% 0.000
Volume 3,082 1,869 -1,213 -39.4% 11,187
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.362 5.286 5.039
R3 5.245 5.169 5.007
R2 5.128 5.128 4.996
R1 5.052 5.052 4.986 5.032
PP 5.011 5.011 5.011 5.001
S1 4.935 4.935 4.964 4.915
S2 4.894 4.894 4.954
S3 4.777 4.818 4.943
S4 4.660 4.701 4.911
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 5.120 4.730 0.390 7.8% 0.155 3.1% 63% False False 2,418
10 5.447 4.730 0.717 14.4% 0.133 2.7% 34% False False 2,324
20 5.747 4.730 1.017 20.4% 0.114 2.3% 24% False False 2,093
40 6.124 4.730 1.394 28.0% 0.140 2.8% 18% False False 1,767
60 6.400 4.730 1.670 33.6% 0.129 2.6% 15% False False 1,479
Crabel Price Patterns
NR True
NR4 True
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 0.023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.585
2.618 5.394
1.618 5.277
1.000 5.205
0.618 5.160
HIGH 5.088
0.618 5.043
0.500 5.030
0.382 5.016
LOW 4.971
0.618 4.899
1.000 4.854
1.618 4.782
2.618 4.665
4.250 4.474
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 5.030 4.953
PP 5.011 4.931
S1 4.993 4.909

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

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