NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 5.390 5.357 -0.033 -0.6% 4.834
High 5.460 5.615 0.155 2.8% 5.460
Low 5.258 5.337 0.079 1.5% 4.834
Close 5.266 5.596 0.330 6.3% 5.128
Range 0.202 0.278 0.076 37.6% 0.626
ATR 0.182 0.194 0.012 6.5% 0.000
Volume 3,715 4,170 455 12.2% 9,756
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.350 6.251 5.749
R3 6.072 5.973 5.672
R2 5.794 5.794 5.647
R1 5.695 5.695 5.621 5.745
PP 5.516 5.516 5.516 5.541
S1 5.417 5.417 5.571 5.467
S2 5.238 5.238 5.545
S3 4.960 5.139 5.520
S4 4.682 4.861 5.443
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 5.615 4.908 0.707 12.6% 0.306 5.5% 97% True False 3,007
10 5.615 4.730 0.885 15.8% 0.230 4.1% 98% True False 2,712
20 5.615 4.730 0.885 15.8% 0.170 3.0% 98% True False 2,461
40 6.124 4.730 1.394 24.9% 0.157 2.8% 62% False False 2,024
60 6.124 4.730 1.394 24.9% 0.142 2.5% 62% False False 1,651
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 0.055
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.797
2.618 6.343
1.618 6.065
1.000 5.893
0.618 5.787
HIGH 5.615
0.618 5.509
0.500 5.476
0.382 5.443
LOW 5.337
0.618 5.165
1.000 5.059
1.618 4.887
2.618 4.609
4.250 4.156
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 5.556 5.520
PP 5.516 5.444
S1 5.476 5.368

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

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