NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 6.070 6.095 0.025 0.4% 5.873
High 6.143 6.113 -0.030 -0.5% 6.143
Low 5.990 5.947 -0.043 -0.7% 5.850
Close 6.095 5.957 -0.138 -2.3% 5.957
Range 0.153 0.166 0.013 8.5% 0.293
ATR 0.210 0.207 -0.003 -1.5% 0.000
Volume 8,012 9,099 1,087 13.6% 36,325
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.504 6.396 6.048
R3 6.338 6.230 6.003
R2 6.172 6.172 5.987
R1 6.064 6.064 5.972 6.035
PP 6.006 6.006 6.006 5.991
S1 5.898 5.898 5.942 5.869
S2 5.840 5.840 5.927
S3 5.674 5.732 5.911
S4 5.508 5.566 5.866
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.862 6.703 6.118
R3 6.569 6.410 6.038
R2 6.276 6.276 6.011
R1 6.117 6.117 5.984 6.197
PP 5.983 5.983 5.983 6.023
S1 5.824 5.824 5.930 5.904
S2 5.690 5.690 5.903
S3 5.397 5.531 5.876
S4 5.104 5.238 5.796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.143 5.850 0.293 4.9% 0.191 3.2% 37% False False 7,265
10 6.143 5.590 0.553 9.3% 0.212 3.6% 66% False False 5,766
20 6.143 5.120 1.023 17.2% 0.213 3.6% 82% False False 4,535
40 6.143 4.730 1.413 23.7% 0.178 3.0% 87% False False 3,372
60 6.143 4.730 1.413 23.7% 0.170 2.9% 87% False False 2,743
80 6.295 4.730 1.565 26.3% 0.156 2.6% 78% False False 2,279
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.044
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.819
2.618 6.548
1.618 6.382
1.000 6.279
0.618 6.216
HIGH 6.113
0.618 6.050
0.500 6.030
0.382 6.010
LOW 5.947
0.618 5.844
1.000 5.781
1.618 5.678
2.618 5.512
4.250 5.242
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 6.030 6.045
PP 6.006 6.016
S1 5.981 5.986

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

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