NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 6.020 5.918 -0.102 -1.7% 5.556
High 6.039 5.918 -0.121 -2.0% 5.981
Low 5.878 5.663 -0.215 -3.7% 5.411
Close 5.991 5.696 -0.295 -4.9% 5.958
Range 0.161 0.255 0.094 58.4% 0.570
ATR 0.201 0.210 0.009 4.5% 0.000
Volume 4,884 4,117 -767 -15.7% 14,939
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.524 6.365 5.836
R3 6.269 6.110 5.766
R2 6.014 6.014 5.743
R1 5.855 5.855 5.719 5.807
PP 5.759 5.759 5.759 5.735
S1 5.600 5.600 5.673 5.552
S2 5.504 5.504 5.649
S3 5.249 5.345 5.626
S4 4.994 5.090 5.556
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 5.663 0.377 6.6% 0.208 3.7% 9% False True 3,423
10 6.040 5.411 0.629 11.0% 0.196 3.4% 45% False False 3,086
20 6.040 4.730 1.310 23.0% 0.223 3.9% 74% False False 3,051
40 6.040 4.730 1.310 23.0% 0.167 2.9% 74% False False 2,455
60 6.124 4.730 1.394 24.5% 0.162 2.8% 69% False False 2,068
80 6.487 4.730 1.757 30.8% 0.154 2.7% 55% False False 1,806
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 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.002
2.618 6.586
1.618 6.331
1.000 6.173
0.618 6.076
HIGH 5.918
0.618 5.821
0.500 5.791
0.382 5.760
LOW 5.663
0.618 5.505
1.000 5.408
1.618 5.250
2.618 4.995
4.250 4.579
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 5.791 5.852
PP 5.759 5.800
S1 5.728 5.748

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

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