NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 5.990 6.070 0.080 1.3% 5.980
High 6.085 6.143 0.058 1.0% 6.040
Low 5.958 5.990 0.032 0.5% 5.590
Close 6.034 6.095 0.061 1.0% 5.872
Range 0.127 0.153 0.026 20.5% 0.450
ATR 0.215 0.210 -0.004 -2.1% 0.000
Volume 6,257 8,012 1,755 28.0% 21,337
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.535 6.468 6.179
R3 6.382 6.315 6.137
R2 6.229 6.229 6.123
R1 6.162 6.162 6.109 6.196
PP 6.076 6.076 6.076 6.093
S1 6.009 6.009 6.081 6.043
S2 5.923 5.923 6.067
S3 5.770 5.856 6.053
S4 5.617 5.703 6.011
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 6.143 5.590 0.553 9.1% 0.216 3.5% 91% True False 7,093
10 6.143 5.590 0.553 9.1% 0.212 3.5% 91% True False 5,258
20 6.143 5.105 1.038 17.0% 0.222 3.6% 95% True False 4,217
40 6.143 4.730 1.413 23.2% 0.176 2.9% 97% True False 3,171
60 6.143 4.730 1.413 23.2% 0.171 2.8% 97% True False 2,602
80 6.400 4.730 1.670 27.4% 0.156 2.6% 82% False False 2,172
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 0.051
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.793
2.618 6.544
1.618 6.391
1.000 6.296
0.618 6.238
HIGH 6.143
0.618 6.085
0.500 6.067
0.382 6.048
LOW 5.990
0.618 5.895
1.000 5.837
1.618 5.742
2.618 5.589
4.250 5.340
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 6.086 6.067
PP 6.076 6.038
S1 6.067 6.010

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

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