NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 5.520 5.590 0.070 1.3% 5.160
High 5.567 5.751 0.184 3.3% 5.690
Low 5.411 5.590 0.179 3.3% 5.120
Close 5.533 5.741 0.208 3.8% 5.606
Range 0.156 0.161 0.005 3.2% 0.570
ATR 0.199 0.200 0.001 0.7% 0.000
Volume 2,163 2,725 562 26.0% 18,111
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.177 6.120 5.830
R3 6.016 5.959 5.785
R2 5.855 5.855 5.771
R1 5.798 5.798 5.756 5.827
PP 5.694 5.694 5.694 5.708
S1 5.637 5.637 5.726 5.666
S2 5.533 5.533 5.711
S3 5.372 5.476 5.697
S4 5.211 5.315 5.652
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 5.751 5.394 0.357 6.2% 0.197 3.4% 97% True False 3,013
10 5.751 4.908 0.843 14.7% 0.252 4.4% 99% True False 3,010
20 5.751 4.730 1.021 17.8% 0.192 3.3% 99% True False 2,667
40 6.124 4.730 1.394 24.3% 0.163 2.8% 73% False False 2,273
60 6.124 4.730 1.394 24.3% 0.151 2.6% 73% False False 1,847
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 0.054
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.435
2.618 6.172
1.618 6.011
1.000 5.912
0.618 5.850
HIGH 5.751
0.618 5.689
0.500 5.671
0.382 5.652
LOW 5.590
0.618 5.491
1.000 5.429
1.618 5.330
2.618 5.169
4.250 4.906
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 5.718 5.688
PP 5.694 5.634
S1 5.671 5.581

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

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