NYMEX Natural Gas Future August 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 5.290 5.150 -0.140 -2.6% 4.815
High 5.316 5.201 -0.115 -2.2% 5.285
Low 5.055 4.989 -0.066 -1.3% 4.795
Close 5.076 5.043 -0.033 -0.7% 5.243
Range 0.261 0.212 -0.049 -18.8% 0.490
ATR 0.221 0.221 -0.001 -0.3% 0.000
Volume 1,305 1,452 147 11.3% 8,701
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 5.714 5.590 5.160
R3 5.502 5.378 5.101
R2 5.290 5.290 5.082
R1 5.166 5.166 5.062 5.122
PP 5.078 5.078 5.078 5.056
S1 4.954 4.954 5.024 4.910
S2 4.866 4.866 5.004
S3 4.654 4.742 4.985
S4 4.442 4.530 4.926
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 6.578 6.400 5.513
R3 6.088 5.910 5.378
R2 5.598 5.598 5.333
R1 5.420 5.420 5.288 5.509
PP 5.108 5.108 5.108 5.152
S1 4.930 4.930 5.198 5.019
S2 4.618 4.618 5.153
S3 4.128 4.440 5.108
S4 3.638 3.950 4.974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.350 4.989 0.361 7.2% 0.233 4.6% 15% False True 1,709
10 5.350 4.795 0.555 11.0% 0.227 4.5% 45% False False 1,671
20 5.648 4.795 0.853 16.9% 0.204 4.0% 29% False False 1,309
40 6.619 4.795 1.824 36.2% 0.205 4.1% 14% False False 1,041
60 7.211 4.795 2.416 47.9% 0.196 3.9% 10% False False 990
Crabel Price Patterns
NR True
NR4 False
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 0.041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.102
2.618 5.756
1.618 5.544
1.000 5.413
0.618 5.332
HIGH 5.201
0.618 5.120
0.500 5.095
0.382 5.070
LOW 4.989
0.618 4.858
1.000 4.777
1.618 4.646
2.618 4.434
4.250 4.088
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 5.095 5.170
PP 5.078 5.127
S1 5.060 5.085

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

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