NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 5.873 6.048 0.175 3.0% 5.980
High 6.107 6.129 0.022 0.4% 6.040
Low 5.850 5.876 0.026 0.4% 5.590
Close 6.042 5.955 -0.087 -1.4% 5.872
Range 0.257 0.253 -0.004 -1.6% 0.450
ATR 0.219 0.221 0.002 1.1% 0.000
Volume 4,829 8,128 3,299 68.3% 21,337
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.746 6.603 6.094
R3 6.493 6.350 6.025
R2 6.240 6.240 6.001
R1 6.097 6.097 5.978 6.042
PP 5.987 5.987 5.987 5.959
S1 5.844 5.844 5.932 5.789
S2 5.734 5.734 5.909
S3 5.481 5.591 5.885
S4 5.228 5.338 5.816
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 6.129 5.590 0.539 9.1% 0.243 4.1% 68% True False 6,040
10 6.129 5.590 0.539 9.1% 0.223 3.7% 68% True False 4,477
20 6.129 4.908 1.221 20.5% 0.235 3.9% 86% True False 3,700
40 6.129 4.730 1.399 23.5% 0.175 2.9% 88% True False 2,871
60 6.129 4.730 1.399 23.5% 0.171 2.9% 88% True False 2,391
80 6.487 4.730 1.757 29.5% 0.157 2.6% 70% False False 2,028
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.046
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7.204
2.618 6.791
1.618 6.538
1.000 6.382
0.618 6.285
HIGH 6.129
0.618 6.032
0.500 6.003
0.382 5.973
LOW 5.876
0.618 5.720
1.000 5.623
1.618 5.467
2.618 5.214
4.250 4.801
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 6.003 5.923
PP 5.987 5.891
S1 5.971 5.860

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

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