NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 5.417 5.210 -0.207 -3.8% 5.850
High 5.495 5.313 -0.182 -3.3% 5.850
Low 5.211 5.145 -0.066 -1.3% 5.357
Close 5.217 5.296 0.079 1.5% 5.444
Range 0.284 0.168 -0.116 -40.8% 0.493
ATR 0.226 0.222 -0.004 -1.8% 0.000
Volume 10,861 11,185 324 3.0% 37,759
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.755 5.694 5.388
R3 5.587 5.526 5.342
R2 5.419 5.419 5.327
R1 5.358 5.358 5.311 5.389
PP 5.251 5.251 5.251 5.267
S1 5.190 5.190 5.281 5.221
S2 5.083 5.083 5.265
S3 4.915 5.022 5.250
S4 4.747 4.854 5.204
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.029 6.730 5.715
R3 6.536 6.237 5.580
R2 6.043 6.043 5.534
R1 5.744 5.744 5.489 5.647
PP 5.550 5.550 5.550 5.502
S1 5.251 5.251 5.399 5.154
S2 5.057 5.057 5.354
S3 4.564 4.758 5.308
S4 4.071 4.265 5.173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.715 5.145 0.570 10.8% 0.230 4.3% 26% False True 9,410
10 6.300 5.145 1.155 21.8% 0.221 4.2% 13% False True 8,326
20 6.300 5.145 1.155 21.8% 0.214 4.0% 13% False True 7,461
40 6.300 4.908 1.392 26.3% 0.224 4.2% 28% False False 5,581
60 6.300 4.730 1.570 29.6% 0.188 3.6% 36% False False 4,401
80 6.300 4.730 1.570 29.6% 0.182 3.4% 36% False False 3,658
100 6.487 4.730 1.757 33.2% 0.168 3.2% 32% False False 3,115
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 True
Bull Hook False
Stretch 0.050
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.027
2.618 5.753
1.618 5.585
1.000 5.481
0.618 5.417
HIGH 5.313
0.618 5.249
0.500 5.229
0.382 5.209
LOW 5.145
0.618 5.041
1.000 4.977
1.618 4.873
2.618 4.705
4.250 4.431
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 5.274 5.399
PP 5.251 5.365
S1 5.229 5.330

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

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