NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 5.054 5.000 -0.054 -1.1% 5.336
High 5.120 5.080 -0.040 -0.8% 5.500
Low 5.028 4.865 -0.163 -3.2% 5.271
Close 5.030 4.879 -0.151 -3.0% 5.287
Range 0.092 0.215 0.123 133.7% 0.229
ATR 0.129 0.135 0.006 4.8% 0.000
Volume 2,018 2,459 441 21.9% 13,982
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.586 5.448 4.997
R3 5.371 5.233 4.938
R2 5.156 5.156 4.918
R1 5.018 5.018 4.899 4.980
PP 4.941 4.941 4.941 4.922
S1 4.803 4.803 4.859 4.765
S2 4.726 4.726 4.840
S3 4.511 4.588 4.820
S4 4.296 4.373 4.761
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.040 5.892 5.413
R3 5.811 5.663 5.350
R2 5.582 5.582 5.329
R1 5.434 5.434 5.308 5.394
PP 5.353 5.353 5.353 5.332
S1 5.205 5.205 5.266 5.165
S2 5.124 5.124 5.245
S3 4.895 4.976 5.224
S4 4.666 4.747 5.161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.400 4.865 0.535 11.0% 0.134 2.8% 3% False True 2,221
10 5.500 4.865 0.635 13.0% 0.121 2.5% 2% False True 2,469
20 5.874 4.865 1.009 20.7% 0.110 2.3% 1% False True 1,906
40 6.124 4.865 1.259 25.8% 0.134 2.7% 1% False True 1,617
60 6.487 4.865 1.622 33.2% 0.131 2.7% 1% False True 1,417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 5.994
2.618 5.643
1.618 5.428
1.000 5.295
0.618 5.213
HIGH 5.080
0.618 4.998
0.500 4.973
0.382 4.947
LOW 4.865
0.618 4.732
1.000 4.650
1.618 4.517
2.618 4.302
4.250 3.951
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 4.973 5.037
PP 4.941 4.984
S1 4.910 4.932

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

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