NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 5.160 5.390 0.230 4.5% 4.834
High 5.395 5.460 0.065 1.2% 5.460
Low 5.120 5.258 0.138 2.7% 4.834
Close 5.324 5.266 -0.058 -1.1% 5.128
Range 0.275 0.202 -0.073 -26.5% 0.626
ATR 0.181 0.182 0.002 0.8% 0.000
Volume 2,346 3,715 1,369 58.4% 9,756
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.934 5.802 5.377
R3 5.732 5.600 5.322
R2 5.530 5.530 5.303
R1 5.398 5.398 5.285 5.363
PP 5.328 5.328 5.328 5.311
S1 5.196 5.196 5.247 5.161
S2 5.126 5.126 5.229
S3 4.924 4.994 5.210
S4 4.722 4.792 5.155
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.019 6.699 5.472
R3 6.393 6.073 5.300
R2 5.767 5.767 5.243
R1 5.447 5.447 5.185 5.607
PP 5.141 5.141 5.141 5.221
S1 4.821 4.821 5.071 4.981
S2 4.515 4.515 5.013
S3 3.889 4.195 4.956
S4 3.263 3.569 4.784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.460 4.908 0.552 10.5% 0.274 5.2% 65% True False 2,547
10 5.460 4.730 0.730 13.9% 0.218 4.1% 73% True False 2,486
20 5.507 4.730 0.777 14.8% 0.160 3.0% 69% False False 2,326
40 6.124 4.730 1.394 26.5% 0.152 2.9% 38% False False 1,939
60 6.124 4.730 1.394 26.5% 0.139 2.6% 38% False False 1,605
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.055
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.319
2.618 5.989
1.618 5.787
1.000 5.662
0.618 5.585
HIGH 5.460
0.618 5.383
0.500 5.359
0.382 5.335
LOW 5.258
0.618 5.133
1.000 5.056
1.618 4.931
2.618 4.729
4.250 4.400
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 5.359 5.283
PP 5.328 5.277
S1 5.297 5.272

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

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