NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 5.590 5.730 0.140 2.5% 5.160
High 5.751 5.899 0.148 2.6% 5.690
Low 5.590 5.670 0.080 1.4% 5.120
Close 5.741 5.884 0.143 2.5% 5.606
Range 0.161 0.229 0.068 42.2% 0.570
ATR 0.200 0.202 0.002 1.0% 0.000
Volume 2,725 3,732 1,007 37.0% 18,111
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.505 6.423 6.010
R3 6.276 6.194 5.947
R2 6.047 6.047 5.926
R1 5.965 5.965 5.905 6.006
PP 5.818 5.818 5.818 5.838
S1 5.736 5.736 5.863 5.777
S2 5.589 5.589 5.842
S3 5.360 5.507 5.821
S4 5.131 5.278 5.758
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 5.899 5.411 0.488 8.3% 0.184 3.1% 97% True False 2,749
10 5.899 5.105 0.794 13.5% 0.233 4.0% 98% True False 3,175
20 5.899 4.730 1.169 19.9% 0.200 3.4% 99% True False 2,753
40 6.124 4.730 1.394 23.7% 0.164 2.8% 83% False False 2,325
60 6.124 4.730 1.394 23.7% 0.153 2.6% 83% False False 1,898
80 6.487 4.730 1.757 29.9% 0.152 2.6% 66% False False 1,663
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.051
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.872
2.618 6.499
1.618 6.270
1.000 6.128
0.618 6.041
HIGH 5.899
0.618 5.812
0.500 5.785
0.382 5.757
LOW 5.670
0.618 5.528
1.000 5.441
1.618 5.299
2.618 5.070
4.250 4.697
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 5.851 5.808
PP 5.818 5.731
S1 5.785 5.655

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

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