NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 6.035 6.125 0.090 1.5% 5.873
High 6.180 6.189 0.009 0.1% 6.143
Low 6.027 5.815 -0.212 -3.5% 5.850
Close 6.116 5.877 -0.239 -3.9% 5.957
Range 0.153 0.374 0.221 144.4% 0.293
ATR 0.208 0.220 0.012 5.7% 0.000
Volume 6,859 6,317 -542 -7.9% 36,325
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.082 6.854 6.083
R3 6.708 6.480 5.980
R2 6.334 6.334 5.946
R1 6.106 6.106 5.911 6.033
PP 5.960 5.960 5.960 5.924
S1 5.732 5.732 5.843 5.659
S2 5.586 5.586 5.808
S3 5.212 5.358 5.774
S4 4.838 4.984 5.671
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 6.189 5.815 0.374 6.4% 0.195 3.3% 17% True True 7,308
10 6.189 5.590 0.599 10.2% 0.219 3.7% 48% True False 6,674
20 6.189 5.337 0.852 14.5% 0.215 3.7% 63% True False 4,891
40 6.189 4.730 1.459 24.8% 0.188 3.2% 79% True False 3,608
60 6.189 4.730 1.459 24.8% 0.173 2.9% 79% True False 2,923
80 6.189 4.730 1.459 24.8% 0.158 2.7% 79% True False 2,426
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 7.779
2.618 7.168
1.618 6.794
1.000 6.563
0.618 6.420
HIGH 6.189
0.618 6.046
0.500 6.002
0.382 5.958
LOW 5.815
0.618 5.584
1.000 5.441
1.618 5.210
2.618 4.836
4.250 4.226
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 6.002 6.002
PP 5.960 5.960
S1 5.919 5.919

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

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