NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 5.550 5.507 -0.043 -0.8% 5.748
High 5.571 5.507 -0.064 -1.1% 5.815
Low 5.503 5.431 -0.072 -1.3% 5.615
Close 5.522 5.441 -0.081 -1.5% 5.623
Range 0.068 0.076 0.008 11.8% 0.200
ATR 0.150 0.146 -0.004 -2.8% 0.000
Volume 1,526 1,463 -63 -4.1% 6,283
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.688 5.640 5.483
R3 5.612 5.564 5.462
R2 5.536 5.536 5.455
R1 5.488 5.488 5.448 5.474
PP 5.460 5.460 5.460 5.453
S1 5.412 5.412 5.434 5.398
S2 5.384 5.384 5.427
S3 5.308 5.336 5.420
S4 5.232 5.260 5.399
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 5.747 5.431 0.316 5.8% 0.081 1.5% 3% False True 1,534
10 6.041 5.431 0.610 11.2% 0.117 2.2% 2% False True 1,548
20 6.124 5.411 0.713 13.1% 0.145 2.7% 4% False False 1,587
40 6.124 5.280 0.844 15.5% 0.127 2.3% 19% False False 1,246
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 0.015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.830
2.618 5.706
1.618 5.630
1.000 5.583
0.618 5.554
HIGH 5.507
0.618 5.478
0.500 5.469
0.382 5.460
LOW 5.431
0.618 5.384
1.000 5.355
1.618 5.308
2.618 5.232
4.250 5.108
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 5.469 5.553
PP 5.460 5.516
S1 5.450 5.478

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

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