NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 5.918 5.657 -0.261 -4.4% 5.980
High 5.918 5.880 -0.038 -0.6% 6.040
Low 5.663 5.590 -0.073 -1.3% 5.590
Close 5.696 5.872 0.176 3.1% 5.872
Range 0.255 0.290 0.035 13.7% 0.450
ATR 0.210 0.216 0.006 2.7% 0.000
Volume 4,117 8,242 4,125 100.2% 21,337
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.651 6.551 6.032
R3 6.361 6.261 5.952
R2 6.071 6.071 5.925
R1 5.971 5.971 5.899 6.021
PP 5.781 5.781 5.781 5.806
S1 5.681 5.681 5.845 5.731
S2 5.491 5.491 5.819
S3 5.201 5.391 5.792
S4 4.911 5.101 5.713
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.184 6.978 6.120
R3 6.734 6.528 5.996
R2 6.284 6.284 5.955
R1 6.078 6.078 5.913 5.956
PP 5.834 5.834 5.834 5.773
S1 5.628 5.628 5.831 5.506
S2 5.384 5.384 5.790
S3 4.934 5.178 5.748
S4 4.484 4.728 5.625
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 7.7% 0.232 4.0% 63% False True 4,267
10 6.040 5.411 0.629 10.7% 0.204 3.5% 73% False False 3,627
20 6.040 4.730 1.310 22.3% 0.227 3.9% 87% False False 3,340
40 6.040 4.730 1.310 22.3% 0.169 2.9% 87% False False 2,623
60 6.124 4.730 1.394 23.7% 0.165 2.8% 82% False False 2,191
80 6.487 4.730 1.757 29.9% 0.155 2.6% 65% False False 1,898
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 0.043
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.113
2.618 6.639
1.618 6.349
1.000 6.170
0.618 6.059
HIGH 5.880
0.618 5.769
0.500 5.735
0.382 5.701
LOW 5.590
0.618 5.411
1.000 5.300
1.618 5.121
2.618 4.831
4.250 4.358
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 5.826 5.853
PP 5.781 5.834
S1 5.735 5.815

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

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