NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 21-Oct-2009

Day Change Summary
	Previous	Current
	20-Oct-2009	21-Oct-2009	Change	Change %	Previous Week
Open	6.160	6.281	0.121	2.0%	6.035
High	6.300	6.300	0.000	0.0%	6.189
Low	6.152	6.126	-0.026	-0.4%	5.670
Close	6.270	6.140	-0.130	-2.1%	6.066
Range	0.148	0.174	0.026	17.6%	0.519
ATR	0.220	0.217	-0.003	-1.5%	0.000
Volume	4,577	6,671	2,094	45.8%	31,906

Daily Pivots for day following 21-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.711	6.599	6.236
R3	6.537	6.425	6.188
R2	6.363	6.363	6.172
R1	6.251	6.251	6.156	6.220
PP	6.189	6.189	6.189	6.173
S1	6.077	6.077	6.124	6.046
S2	6.015	6.015	6.108
S3	5.841	5.903	6.092
S4	5.667	5.729	6.044

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.532	7.318	6.351
R3	7.013	6.799	6.209
R2	6.494	6.494	6.161
R1	6.280	6.280	6.114	6.387
PP	5.975	5.975	5.975	6.029
S1	5.761	5.761	6.018	5.868
S2	5.456	5.456	5.971
S3	4.937	5.242	5.923
S4	4.418	4.723	5.781

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.300	5.670	0.630	10.3%	0.206	3.4%	75%	True	False	5,687
10	6.300	5.670	0.630	10.3%	0.210	3.4%	75%	True	False	6,638
20	6.300	5.590	0.710	11.6%	0.215	3.5%	77%	True	False	5,734
40	6.300	4.730	1.570	25.6%	0.204	3.3%	90%	True	False	4,200
60	6.300	4.730	1.570	25.6%	0.180	2.9%	90%	True	False	3,427
80	6.300	4.730	1.570	25.6%	0.167	2.7%	90%	True	False	2,819

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.040
2.618	6.756
1.618	6.582
1.000	6.474
0.618	6.408
HIGH	6.300
0.618	6.234
0.500	6.213
0.382	6.192
LOW	6.126
0.618	6.018
1.000	5.952
1.618	5.844
2.618	5.670
4.250	5.387

Fisher Pivots for day following 21-Oct-2009
Pivot	1 day	3 day
R1	6.213	6.140
PP	6.189	6.139
S1	6.164	6.139

Download as Excel Spreadsheet

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

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