NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 6.048 5.990 -0.058 -1.0% 5.980
High 6.129 6.085 -0.044 -0.7% 6.040
Low 5.876 5.958 0.082 1.4% 5.590
Close 5.955 6.034 0.079 1.3% 5.872
Range 0.253 0.127 -0.126 -49.8% 0.450
ATR 0.221 0.215 -0.007 -2.9% 0.000
Volume 8,128 6,257 -1,871 -23.0% 21,337
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.407 6.347 6.104
R3 6.280 6.220 6.069
R2 6.153 6.153 6.057
R1 6.093 6.093 6.046 6.123
PP 6.026 6.026 6.026 6.041
S1 5.966 5.966 6.022 5.996
S2 5.899 5.899 6.011
S3 5.772 5.839 5.999
S4 5.645 5.712 5.964
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 8.9% 0.236 3.9% 82% False False 6,314
10 6.129 5.590 0.539 8.9% 0.220 3.6% 82% False False 4,830
20 6.129 4.908 1.221 20.2% 0.236 3.9% 92% False False 3,920
40 6.129 4.730 1.399 23.2% 0.175 2.9% 93% False False 3,006
60 6.129 4.730 1.399 23.2% 0.172 2.8% 93% False False 2,485
80 6.400 4.730 1.670 27.7% 0.156 2.6% 78% False False 2,089
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 6.625
2.618 6.417
1.618 6.290
1.000 6.212
0.618 6.163
HIGH 6.085
0.618 6.036
0.500 6.022
0.382 6.007
LOW 5.958
0.618 5.880
1.000 5.831
1.618 5.753
2.618 5.626
4.250 5.418
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 6.030 6.019
PP 6.026 6.004
S1 6.022 5.990

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

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