NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 5.430 5.556 0.126 2.3% 5.160
High 5.621 5.578 -0.043 -0.8% 5.690
Low 5.413 5.413 0.000 0.0% 5.120
Close 5.606 5.427 -0.179 -3.2% 5.606
Range 0.208 0.165 -0.043 -20.7% 0.570
ATR 0.203 0.202 -0.001 -0.3% 0.000
Volume 2,830 2,298 -532 -18.8% 18,111
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.968 5.862 5.518
R3 5.803 5.697 5.472
R2 5.638 5.638 5.457
R1 5.532 5.532 5.442 5.503
PP 5.473 5.473 5.473 5.458
S1 5.367 5.367 5.412 5.338
S2 5.308 5.308 5.397
S3 5.143 5.202 5.382
S4 4.978 5.037 5.336
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.182 6.964 5.920
R3 6.612 6.394 5.763
R2 6.042 6.042 5.711
R1 5.824 5.824 5.658 5.933
PP 5.472 5.472 5.472 5.527
S1 5.254 5.254 5.554 5.363
S2 4.902 4.902 5.502
S3 4.332 4.684 5.449
S4 3.762 4.114 5.293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.690 5.258 0.432 8.0% 0.230 4.2% 39% False False 3,612
10 5.690 4.834 0.856 15.8% 0.249 4.6% 69% False False 3,016
20 5.690 4.730 0.960 17.7% 0.190 3.5% 73% False False 2,766
40 6.124 4.730 1.394 25.7% 0.160 2.9% 50% False False 2,183
60 6.124 4.730 1.394 25.7% 0.147 2.7% 50% False False 1,785
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.053
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.279
2.618 6.010
1.618 5.845
1.000 5.743
0.618 5.680
HIGH 5.578
0.618 5.515
0.500 5.496
0.382 5.476
LOW 5.413
0.618 5.311
1.000 5.248
1.618 5.146
2.618 4.981
4.250 4.712
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 5.496 5.542
PP 5.473 5.504
S1 5.450 5.465

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

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