NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 6.125 5.905 -0.220 -3.6% 5.873
High 6.189 5.927 -0.262 -4.2% 6.143
Low 5.815 5.699 -0.116 -2.0% 5.850
Close 5.877 5.744 -0.133 -2.3% 5.957
Range 0.374 0.228 -0.146 -39.0% 0.293
ATR 0.220 0.221 0.001 0.3% 0.000
Volume 6,317 7,658 1,341 21.2% 36,325
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.474 6.337 5.869
R3 6.246 6.109 5.807
R2 6.018 6.018 5.786
R1 5.881 5.881 5.765 5.836
PP 5.790 5.790 5.790 5.767
S1 5.653 5.653 5.723 5.608
S2 5.562 5.562 5.702
S3 5.334 5.425 5.681
S4 5.106 5.197 5.619
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 5.699 0.490 8.5% 0.215 3.7% 9% False True 7,589
10 6.189 5.590 0.599 10.4% 0.226 3.9% 26% False False 6,951
20 6.189 5.394 0.795 13.8% 0.213 3.7% 44% False False 5,065
40 6.189 4.730 1.459 25.4% 0.192 3.3% 69% False False 3,763
60 6.189 4.730 1.459 25.4% 0.176 3.1% 69% False False 3,038
80 6.189 4.730 1.459 25.4% 0.159 2.8% 69% False False 2,504
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 0.039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.896
2.618 6.524
1.618 6.296
1.000 6.155
0.618 6.068
HIGH 5.927
0.618 5.840
0.500 5.813
0.382 5.786
LOW 5.699
0.618 5.558
1.000 5.471
1.618 5.330
2.618 5.102
4.250 4.730
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 5.813 5.944
PP 5.790 5.877
S1 5.767 5.811

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

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