NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 5.735 5.873 0.138 2.4% 5.689
High 5.817 5.884 0.067 1.2% 5.817
Low 5.647 5.677 0.030 0.5% 5.511
Close 5.768 5.675 -0.093 -1.6% 5.768
Range 0.170 0.207 0.037 21.8% 0.306
ATR 0.176 0.178 0.002 1.2% 0.000
Volume 2,244 3,341 1,097 48.9% 8,686
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.366 6.228 5.789
R3 6.159 6.021 5.732
R2 5.952 5.952 5.713
R1 5.814 5.814 5.694 5.780
PP 5.745 5.745 5.745 5.728
S1 5.607 5.607 5.656 5.573
S2 5.538 5.538 5.637
S3 5.331 5.400 5.618
S4 5.124 5.193 5.561
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.617 6.498 5.936
R3 6.311 6.192 5.852
R2 6.005 6.005 5.824
R1 5.886 5.886 5.796 5.946
PP 5.699 5.699 5.699 5.728
S1 5.580 5.580 5.740 5.640
S2 5.393 5.393 5.712
S3 5.087 5.274 5.684
S4 4.781 4.968 5.600
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.884 5.511 0.373 6.6% 0.162 2.9% 44% True False 2,095
10 5.884 5.390 0.494 8.7% 0.153 2.7% 58% True False 2,008
20 5.990 5.390 0.600 10.6% 0.148 2.6% 48% False False 1,855
40 6.160 5.368 0.792 14.0% 0.157 2.8% 39% False False 2,002
60 6.160 4.970 1.190 21.0% 0.155 2.7% 59% False False 1,919
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6.764
2.618 6.426
1.618 6.219
1.000 6.091
0.618 6.012
HIGH 5.884
0.618 5.805
0.500 5.781
0.382 5.756
LOW 5.677
0.618 5.549
1.000 5.470
1.618 5.342
2.618 5.135
4.250 4.797
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 5.781 5.698
PP 5.745 5.690
S1 5.710 5.683

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

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