NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 4.999 5.311 0.312 6.2% 4.834
High 5.327 5.460 0.133 2.5% 5.460
Low 4.908 5.105 0.197 4.0% 4.834
Close 5.299 5.128 -0.171 -3.2% 5.128
Range 0.419 0.355 -0.064 -15.3% 0.626
ATR 0.160 0.174 0.014 8.7% 0.000
Volume 2,076 2,729 653 31.5% 9,756
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.296 6.067 5.323
R3 5.941 5.712 5.226
R2 5.586 5.586 5.193
R1 5.357 5.357 5.161 5.294
PP 5.231 5.231 5.231 5.200
S1 5.002 5.002 5.095 4.939
S2 4.876 4.876 5.063
S3 4.521 4.647 5.030
S4 4.166 4.292 4.933
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.019 6.699 5.472
R3 6.393 6.073 5.300
R2 5.767 5.767 5.243
R1 5.447 5.447 5.185 5.607
PP 5.141 5.141 5.141 5.221
S1 4.821 4.821 5.071 4.981
S2 4.515 4.515 5.013
S3 3.889 4.195 4.956
S4 3.263 3.569 4.784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.460 4.730 0.730 14.2% 0.248 4.8% 55% True False 2,483
10 5.460 4.730 0.730 14.2% 0.191 3.7% 55% True False 2,352
20 5.675 4.730 0.945 18.4% 0.143 2.8% 42% False False 2,208
40 6.124 4.730 1.394 27.2% 0.148 2.9% 29% False False 1,847
60 6.295 4.730 1.565 30.5% 0.137 2.7% 25% False False 1,527
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 0.044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.969
2.618 6.389
1.618 6.034
1.000 5.815
0.618 5.679
HIGH 5.460
0.618 5.324
0.500 5.283
0.382 5.241
LOW 5.105
0.618 4.886
1.000 4.750
1.618 4.531
2.618 4.176
4.250 3.596
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 5.283 5.184
PP 5.231 5.165
S1 5.180 5.147

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

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