NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 6.127 6.038 -0.089 -1.5% 6.077
High 6.172 6.088 -0.084 -1.4% 6.300
Low 5.941 5.857 -0.084 -1.4% 5.857
Close 5.976 5.869 -0.107 -1.8% 5.869
Range 0.231 0.231 0.000 0.0% 0.443
ATR 0.218 0.219 0.001 0.4% 0.000
Volume 8,829 7,962 -867 -9.8% 34,154
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.631 6.481 5.996
R3 6.400 6.250 5.933
R2 6.169 6.169 5.911
R1 6.019 6.019 5.890 5.979
PP 5.938 5.938 5.938 5.918
S1 5.788 5.788 5.848 5.748
S2 5.707 5.707 5.827
S3 5.476 5.557 5.805
S4 5.245 5.326 5.742
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.338 7.046 6.113
R3 6.895 6.603 5.991
R2 6.452 6.452 5.950
R1 6.160 6.160 5.910 6.085
PP 6.009 6.009 6.009 5.971
S1 5.717 5.717 5.828 5.642
S2 5.566 5.566 5.788
S3 5.123 5.274 5.747
S4 4.680 4.831 5.625
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.300 5.857 0.443 7.5% 0.194 3.3% 3% False True 6,830
10 6.300 5.670 0.630 10.7% 0.225 3.8% 32% False False 6,606
20 6.300 5.590 0.710 12.1% 0.218 3.7% 39% False False 6,186
40 6.300 4.730 1.570 26.8% 0.210 3.6% 73% False False 4,507
60 6.300 4.730 1.570 26.8% 0.182 3.1% 73% False False 3,646
80 6.300 4.730 1.570 26.8% 0.170 2.9% 73% False False 2,998
100 6.487 4.730 1.757 29.9% 0.164 2.8% 65% False False 2,595
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 7.070
2.618 6.693
1.618 6.462
1.000 6.319
0.618 6.231
HIGH 6.088
0.618 6.000
0.500 5.973
0.382 5.945
LOW 5.857
0.618 5.714
1.000 5.626
1.618 5.483
2.618 5.252
4.250 4.875
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 5.973 6.079
PP 5.938 6.009
S1 5.904 5.939

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

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