NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 5.910 6.020 0.110 1.9% 5.556
High 6.040 6.039 -0.001 0.0% 5.981
Low 5.730 5.878 0.148 2.6% 5.411
Close 5.980 5.991 0.011 0.2% 5.958
Range 0.310 0.161 -0.149 -48.1% 0.570
ATR 0.204 0.201 -0.003 -1.5% 0.000
Volume 2,492 4,884 2,392 96.0% 14,939
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.452 6.383 6.080
R3 6.291 6.222 6.035
R2 6.130 6.130 6.021
R1 6.061 6.061 6.006 6.015
PP 5.969 5.969 5.969 5.947
S1 5.900 5.900 5.976 5.854
S2 5.808 5.808 5.961
S3 5.647 5.739 5.947
S4 5.486 5.578 5.902
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 5.670 0.370 6.2% 0.203 3.4% 87% False False 3,346
10 6.040 5.394 0.646 10.8% 0.200 3.3% 92% False False 3,179
20 6.040 4.730 1.310 21.9% 0.215 3.6% 96% False False 2,946
40 6.041 4.730 1.311 21.9% 0.164 2.7% 96% False False 2,412
60 6.124 4.730 1.394 23.3% 0.158 2.6% 90% False False 2,018
80 6.487 4.730 1.757 29.3% 0.153 2.6% 72% False False 1,766
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 0.046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.723
2.618 6.460
1.618 6.299
1.000 6.200
0.618 6.138
HIGH 6.039
0.618 5.977
0.500 5.959
0.382 5.940
LOW 5.878
0.618 5.779
1.000 5.717
1.618 5.618
2.618 5.457
4.250 5.194
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 5.980 5.956
PP 5.969 5.920
S1 5.959 5.885

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

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