NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 5.605 5.430 -0.175 -3.1% 5.160
High 5.690 5.621 -0.069 -1.2% 5.690
Low 5.394 5.413 0.019 0.4% 5.120
Close 5.401 5.606 0.205 3.8% 5.606
Range 0.296 0.208 -0.088 -29.7% 0.570
ATR 0.202 0.203 0.001 0.7% 0.000
Volume 5,050 2,830 -2,220 -44.0% 18,111
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.171 6.096 5.720
R3 5.963 5.888 5.663
R2 5.755 5.755 5.644
R1 5.680 5.680 5.625 5.718
PP 5.547 5.547 5.547 5.565
S1 5.472 5.472 5.587 5.510
S2 5.339 5.339 5.568
S3 5.131 5.264 5.549
S4 4.923 5.056 5.492
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.182 6.964 5.920
R3 6.612 6.394 5.763
R2 6.042 6.042 5.711
R1 5.824 5.824 5.658 5.933
PP 5.472 5.472 5.472 5.527
S1 5.254 5.254 5.554 5.363
S2 4.902 4.902 5.502
S3 4.332 4.684 5.449
S4 3.762 4.114 5.293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.690 5.120 0.570 10.2% 0.252 4.5% 85% False False 3,622
10 5.690 4.730 0.960 17.1% 0.250 4.5% 91% False False 3,052
20 5.690 4.730 0.960 17.1% 0.186 3.3% 91% False False 2,761
40 6.124 4.730 1.394 24.9% 0.159 2.8% 63% False False 2,161
60 6.124 4.730 1.394 24.9% 0.147 2.6% 63% False False 1,760
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 0.054
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.505
2.618 6.166
1.618 5.958
1.000 5.829
0.618 5.750
HIGH 5.621
0.618 5.542
0.500 5.517
0.382 5.492
LOW 5.413
0.618 5.284
1.000 5.205
1.618 5.076
2.618 4.868
4.250 4.529
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 5.576 5.575
PP 5.547 5.544
S1 5.517 5.514

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

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