NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 5.980 5.910 -0.070 -1.2% 5.556
High 5.980 6.040 0.060 1.0% 5.981
Low 5.834 5.730 -0.104 -1.8% 5.411
Close 5.893 5.980 0.087 1.5% 5.958
Range 0.146 0.310 0.164 112.3% 0.570
ATR 0.196 0.204 0.008 4.1% 0.000
Volume 1,602 2,492 890 55.6% 14,939
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.847 6.723 6.151
R3 6.537 6.413 6.065
R2 6.227 6.227 6.037
R1 6.103 6.103 6.008 6.165
PP 5.917 5.917 5.917 5.948
S1 5.793 5.793 5.952 5.855
S2 5.607 5.607 5.923
S3 5.297 5.483 5.895
S4 4.987 5.173 5.810
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 6.040 5.590 0.450 7.5% 0.203 3.4% 87% True False 2,914
10 6.040 5.337 0.703 11.8% 0.212 3.5% 91% True False 3,108
20 6.040 4.730 1.310 21.9% 0.215 3.6% 95% True False 2,797
40 6.041 4.730 1.311 21.9% 0.164 2.7% 95% False False 2,359
60 6.124 4.730 1.394 23.3% 0.157 2.6% 90% False False 1,964
80 6.487 4.730 1.757 29.4% 0.152 2.5% 71% False False 1,712
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 7.358
2.618 6.852
1.618 6.542
1.000 6.350
0.618 6.232
HIGH 6.040
0.618 5.922
0.500 5.885
0.382 5.848
LOW 5.730
0.618 5.538
1.000 5.420
1.618 5.228
2.618 4.918
4.250 4.413
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 5.948 5.948
PP 5.917 5.917
S1 5.885 5.885

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

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