NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 5.730 5.900 0.170 3.0% 5.556
High 5.899 5.981 0.082 1.4% 5.981
Low 5.670 5.811 0.141 2.5% 5.411
Close 5.884 5.958 0.074 1.3% 5.958
Range 0.229 0.170 -0.059 -25.8% 0.570
ATR 0.202 0.200 -0.002 -1.1% 0.000
Volume 3,732 4,021 289 7.7% 14,939
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.427 6.362 6.052
R3 6.257 6.192 6.005
R2 6.087 6.087 5.989
R1 6.022 6.022 5.974 6.055
PP 5.917 5.917 5.917 5.933
S1 5.852 5.852 5.942 5.885
S2 5.747 5.747 5.927
S3 5.577 5.682 5.911
S4 5.407 5.512 5.865
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.493 7.296 6.272
R3 6.923 6.726 6.115
R2 6.353 6.353 6.063
R1 6.156 6.156 6.010 6.255
PP 5.783 5.783 5.783 5.833
S1 5.586 5.586 5.906 5.685
S2 5.213 5.213 5.854
S3 4.643 5.016 5.801
S4 4.073 4.446 5.645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.981 5.411 0.570 9.6% 0.176 3.0% 96% True False 2,987
10 5.981 5.120 0.861 14.5% 0.214 3.6% 97% True False 3,305
20 5.981 4.730 1.251 21.0% 0.203 3.4% 98% True False 2,828
40 6.124 4.730 1.394 23.4% 0.163 2.7% 88% False False 2,376
60 6.124 4.730 1.394 23.4% 0.154 2.6% 88% False False 1,936
80 6.487 4.730 1.757 29.5% 0.150 2.5% 70% False False 1,697
Crabel Price Patterns
NR True
NR4 False
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 0.044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.704
2.618 6.426
1.618 6.256
1.000 6.151
0.618 6.086
HIGH 5.981
0.618 5.916
0.500 5.896
0.382 5.876
LOW 5.811
0.618 5.706
1.000 5.641
1.618 5.536
2.618 5.366
4.250 5.089
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 5.937 5.901
PP 5.917 5.843
S1 5.896 5.786

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

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