NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 5.395 5.406 0.011 0.2% 5.550
High 5.447 5.423 -0.024 -0.4% 5.571
Low 5.381 5.300 -0.081 -1.5% 5.348
Close 5.444 5.402 -0.042 -0.8% 5.365
Range 0.066 0.123 0.057 86.4% 0.223
ATR 0.130 0.131 0.001 0.8% 0.000
Volume 1,999 2,527 528 26.4% 7,061
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.744 5.696 5.470
R3 5.621 5.573 5.436
R2 5.498 5.498 5.425
R1 5.450 5.450 5.413 5.413
PP 5.375 5.375 5.375 5.356
S1 5.327 5.327 5.391 5.290
S2 5.252 5.252 5.379
S3 5.129 5.204 5.368
S4 5.006 5.081 5.334
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.097 5.954 5.488
R3 5.874 5.731 5.426
R2 5.651 5.651 5.406
R1 5.508 5.508 5.385 5.468
PP 5.428 5.428 5.428 5.408
S1 5.285 5.285 5.345 5.245
S2 5.205 5.205 5.324
S3 4.982 5.062 5.304
S4 4.759 4.839 5.242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.500 5.300 0.200 3.7% 0.108 2.0% 51% False True 2,717
10 5.675 5.300 0.375 6.9% 0.094 1.7% 27% False True 2,065
20 6.124 5.300 0.824 15.3% 0.124 2.3% 12% False True 1,924
40 6.124 5.280 0.844 15.6% 0.130 2.4% 14% False False 1,490
60 6.487 5.280 1.207 22.3% 0.133 2.5% 10% False False 1,320
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 True
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.946
2.618 5.745
1.618 5.622
1.000 5.546
0.618 5.499
HIGH 5.423
0.618 5.376
0.500 5.362
0.382 5.347
LOW 5.300
0.618 5.224
1.000 5.177
1.618 5.101
2.618 4.978
4.250 4.777
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 5.389 5.401
PP 5.375 5.399
S1 5.362 5.398

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

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