NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 5.003 4.999 -0.004 -0.1% 5.250
High 5.088 5.327 0.239 4.7% 5.250
Low 4.971 4.908 -0.063 -1.3% 4.730
Close 4.975 5.299 0.324 6.5% 4.865
Range 0.117 0.419 0.302 258.1% 0.520
ATR 0.140 0.160 0.020 14.3% 0.000
Volume 1,869 2,076 207 11.1% 11,187
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.435 6.286 5.529
R3 6.016 5.867 5.414
R2 5.597 5.597 5.376
R1 5.448 5.448 5.337 5.523
PP 5.178 5.178 5.178 5.215
S1 5.029 5.029 5.261 5.104
S2 4.759 4.759 5.222
S3 4.340 4.610 5.184
S4 3.921 4.191 5.069
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 5.327 4.730 0.597 11.3% 0.220 4.2% 95% True False 2,429
10 5.423 4.730 0.693 13.1% 0.168 3.2% 82% False False 2,332
20 5.747 4.730 1.017 19.2% 0.130 2.5% 56% False False 2,125
40 6.124 4.730 1.394 26.3% 0.146 2.7% 41% False False 1,795
60 6.400 4.730 1.670 31.5% 0.134 2.5% 34% False False 1,490
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 7.108
2.618 6.424
1.618 6.005
1.000 5.746
0.618 5.586
HIGH 5.327
0.618 5.167
0.500 5.118
0.382 5.068
LOW 4.908
0.618 4.649
1.000 4.489
1.618 4.230
2.618 3.811
4.250 3.127
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 5.239 5.226
PP 5.178 5.153
S1 5.118 5.081

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

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