NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 5.556 5.520 -0.036 -0.6% 5.160
High 5.578 5.567 -0.011 -0.2% 5.690
Low 5.413 5.411 -0.002 0.0% 5.120
Close 5.427 5.533 0.106 2.0% 5.606
Range 0.165 0.156 -0.009 -5.5% 0.570
ATR 0.202 0.199 -0.003 -1.6% 0.000
Volume 2,298 2,163 -135 -5.9% 18,111
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.972 5.908 5.619
R3 5.816 5.752 5.576
R2 5.660 5.660 5.562
R1 5.596 5.596 5.547 5.628
PP 5.504 5.504 5.504 5.520
S1 5.440 5.440 5.519 5.472
S2 5.348 5.348 5.504
S3 5.192 5.284 5.490
S4 5.036 5.128 5.447
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 5.337 0.353 6.4% 0.221 4.0% 56% False False 3,302
10 5.690 4.908 0.782 14.1% 0.247 4.5% 80% False False 2,924
20 5.690 4.730 0.960 17.4% 0.189 3.4% 84% False False 2,663
40 6.124 4.730 1.394 25.2% 0.162 2.9% 58% False False 2,223
60 6.124 4.730 1.394 25.2% 0.149 2.7% 58% False False 1,811
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.057
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.230
2.618 5.975
1.618 5.819
1.000 5.723
0.618 5.663
HIGH 5.567
0.618 5.507
0.500 5.489
0.382 5.471
LOW 5.411
0.618 5.315
1.000 5.255
1.618 5.159
2.618 5.003
4.250 4.748
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 5.518 5.527
PP 5.504 5.522
S1 5.489 5.516

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

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