NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 5.420 5.445 0.025 0.5% 5.748
High 5.480 5.485 0.005 0.1% 5.815
Low 5.400 5.371 -0.029 -0.5% 5.615
Close 5.443 5.386 -0.057 -1.0% 5.623
Range 0.080 0.114 0.034 42.5% 0.200
ATR 0.141 0.139 -0.002 -1.4% 0.000
Volume 1,138 747 -391 -34.4% 6,283
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.756 5.685 5.449
R3 5.642 5.571 5.417
R2 5.528 5.528 5.407
R1 5.457 5.457 5.396 5.436
PP 5.414 5.414 5.414 5.403
S1 5.343 5.343 5.376 5.322
S2 5.300 5.300 5.365
S3 5.186 5.229 5.355
S4 5.072 5.115 5.323
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 5.675 5.371 0.304 5.6% 0.080 1.5% 5% False True 1,412
10 5.874 5.371 0.503 9.3% 0.100 1.8% 3% False True 1,342
20 6.124 5.371 0.753 14.0% 0.132 2.5% 2% False True 1,562
40 6.124 5.280 0.844 15.7% 0.128 2.4% 13% False False 1,259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.970
2.618 5.783
1.618 5.669
1.000 5.599
0.618 5.555
HIGH 5.485
0.618 5.441
0.500 5.428
0.382 5.415
LOW 5.371
0.618 5.301
1.000 5.257
1.618 5.187
2.618 5.073
4.250 4.887
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 5.428 5.439
PP 5.414 5.421
S1 5.400 5.404

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

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