NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 5.900 5.980 0.080 1.4% 5.556
High 5.981 5.980 -0.001 0.0% 5.981
Low 5.811 5.834 0.023 0.4% 5.411
Close 5.958 5.893 -0.065 -1.1% 5.958
Range 0.170 0.146 -0.024 -14.1% 0.570
ATR 0.200 0.196 -0.004 -1.9% 0.000
Volume 4,021 1,602 -2,419 -60.2% 14,939
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.340 6.263 5.973
R3 6.194 6.117 5.933
R2 6.048 6.048 5.920
R1 5.971 5.971 5.906 5.937
PP 5.902 5.902 5.902 5.885
S1 5.825 5.825 5.880 5.791
S2 5.756 5.756 5.866
S3 5.610 5.679 5.853
S4 5.464 5.533 5.813
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.493 7.296 6.272
R3 6.923 6.726 6.115
R2 6.353 6.353 6.063
R1 6.156 6.156 6.010 6.255
PP 5.783 5.783 5.783 5.833
S1 5.586 5.586 5.906 5.685
S2 5.213 5.213 5.854
S3 4.643 5.016 5.801
S4 4.073 4.446 5.645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.981 5.411 0.570 9.7% 0.172 2.9% 85% False False 2,848
10 5.981 5.258 0.723 12.3% 0.201 3.4% 88% False False 3,230
20 5.981 4.730 1.251 21.2% 0.204 3.5% 93% False False 2,779
40 6.124 4.730 1.394 23.7% 0.164 2.8% 83% False False 2,346
60 6.124 4.730 1.394 23.7% 0.155 2.6% 83% False False 1,934
80 6.487 4.730 1.757 29.8% 0.150 2.5% 66% False False 1,696
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6.601
2.618 6.362
1.618 6.216
1.000 6.126
0.618 6.070
HIGH 5.980
0.618 5.924
0.500 5.907
0.382 5.890
LOW 5.834
0.618 5.744
1.000 5.688
1.618 5.598
2.618 5.452
4.250 5.214
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 5.907 5.871
PP 5.902 5.848
S1 5.898 5.826

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

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