NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 5.905 5.768 -0.137 -2.3% 5.873
High 5.927 5.860 -0.067 -1.1% 6.143
Low 5.699 5.670 -0.029 -0.5% 5.850
Close 5.744 5.791 0.047 0.8% 5.957
Range 0.228 0.190 -0.038 -16.7% 0.293
ATR 0.221 0.219 -0.002 -1.0% 0.000
Volume 7,658 4,691 -2,967 -38.7% 36,325
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.344 6.257 5.896
R3 6.154 6.067 5.843
R2 5.964 5.964 5.826
R1 5.877 5.877 5.808 5.921
PP 5.774 5.774 5.774 5.795
S1 5.687 5.687 5.774 5.731
S2 5.584 5.584 5.756
S3 5.394 5.497 5.739
S4 5.204 5.307 5.687
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 5.670 0.519 9.0% 0.222 3.8% 23% False True 6,924
10 6.189 5.590 0.599 10.3% 0.219 3.8% 34% False False 7,009
20 6.189 5.411 0.778 13.4% 0.208 3.6% 49% False False 5,047
40 6.189 4.730 1.459 25.2% 0.194 3.4% 73% False False 3,852
60 6.189 4.730 1.459 25.2% 0.176 3.0% 73% False False 3,103
80 6.189 4.730 1.459 25.2% 0.161 2.8% 73% False False 2,556
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 0.048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.668
2.618 6.357
1.618 6.167
1.000 6.050
0.618 5.977
HIGH 5.860
0.618 5.787
0.500 5.765
0.382 5.743
LOW 5.670
0.618 5.553
1.000 5.480
1.618 5.363
2.618 5.173
4.250 4.863
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 5.782 5.930
PP 5.774 5.883
S1 5.765 5.837

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

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