NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 5.675 5.550 -0.125 -2.2% 5.748
High 5.675 5.571 -0.104 -1.8% 5.815
Low 5.615 5.503 -0.112 -2.0% 5.615
Close 5.623 5.522 -0.101 -1.8% 5.623
Range 0.060 0.068 0.008 13.3% 0.200
ATR 0.153 0.150 -0.002 -1.5% 0.000
Volume 2,189 1,526 -663 -30.3% 6,283
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.736 5.697 5.559
R3 5.668 5.629 5.541
R2 5.600 5.600 5.534
R1 5.561 5.561 5.528 5.547
PP 5.532 5.532 5.532 5.525
S1 5.493 5.493 5.516 5.479
S2 5.464 5.464 5.510
S3 5.396 5.425 5.503
S4 5.328 5.357 5.485
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.284 6.154 5.733
R3 6.084 5.954 5.678
R2 5.884 5.884 5.660
R1 5.754 5.754 5.641 5.719
PP 5.684 5.684 5.684 5.667
S1 5.554 5.554 5.605 5.519
S2 5.484 5.484 5.586
S3 5.284 5.354 5.568
S4 5.084 5.154 5.513
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.815 5.503 0.312 5.7% 0.096 1.7% 6% False True 1,413
10 6.041 5.503 0.538 9.7% 0.124 2.2% 4% False True 1,676
20 6.124 5.411 0.713 12.9% 0.144 2.6% 16% False False 1,553
40 6.124 5.280 0.844 15.3% 0.129 2.3% 29% False False 1,245
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 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.860
2.618 5.749
1.618 5.681
1.000 5.639
0.618 5.613
HIGH 5.571
0.618 5.545
0.500 5.537
0.382 5.529
LOW 5.503
0.618 5.461
1.000 5.435
1.618 5.393
2.618 5.325
4.250 5.214
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 5.537 5.625
PP 5.532 5.591
S1 5.527 5.556

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

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