NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 5.311 5.160 -0.151 -2.8% 4.834
High 5.460 5.395 -0.065 -1.2% 5.460
Low 5.105 5.120 0.015 0.3% 4.834
Close 5.128 5.324 0.196 3.8% 5.128
Range 0.355 0.275 -0.080 -22.5% 0.626
ATR 0.174 0.181 0.007 4.2% 0.000
Volume 2,729 2,346 -383 -14.0% 9,756
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.105 5.989 5.475
R3 5.830 5.714 5.400
R2 5.555 5.555 5.374
R1 5.439 5.439 5.349 5.497
PP 5.280 5.280 5.280 5.309
S1 5.164 5.164 5.299 5.222
S2 5.005 5.005 5.274
S3 4.730 4.889 5.248
S4 4.455 4.614 5.173
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 4.834 0.626 11.8% 0.269 5.0% 78% False False 2,420
10 5.460 4.730 0.730 13.7% 0.206 3.9% 81% False False 2,328
20 5.571 4.730 0.841 15.8% 0.153 2.9% 71% False False 2,216
40 6.124 4.730 1.394 26.2% 0.151 2.8% 43% False False 1,874
60 6.124 4.730 1.394 26.2% 0.138 2.6% 43% False False 1,549
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.564
2.618 6.115
1.618 5.840
1.000 5.670
0.618 5.565
HIGH 5.395
0.618 5.290
0.500 5.258
0.382 5.225
LOW 5.120
0.618 4.950
1.000 4.845
1.618 4.675
2.618 4.400
4.250 3.951
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 5.302 5.277
PP 5.280 5.231
S1 5.258 5.184

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

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