NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 6.038 5.850 -0.188 -3.1% 6.077
High 6.088 5.850 -0.238 -3.9% 6.300
Low 5.857 5.600 -0.257 -4.4% 5.857
Close 5.869 5.613 -0.256 -4.4% 5.869
Range 0.231 0.250 0.019 8.2% 0.443
ATR 0.219 0.222 0.004 1.6% 0.000
Volume 7,962 5,025 -2,937 -36.9% 34,154
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.438 6.275 5.751
R3 6.188 6.025 5.682
R2 5.938 5.938 5.659
R1 5.775 5.775 5.636 5.732
PP 5.688 5.688 5.688 5.666
S1 5.525 5.525 5.590 5.482
S2 5.438 5.438 5.567
S3 5.188 5.275 5.544
S4 4.938 5.025 5.476
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 5.600 0.700 12.5% 0.207 3.7% 2% False True 6,612
10 6.300 5.600 0.700 12.5% 0.234 4.2% 2% False True 6,422
20 6.300 5.590 0.710 12.6% 0.223 4.0% 3% False False 6,357
40 6.300 4.730 1.570 28.0% 0.213 3.8% 56% False False 4,568
60 6.300 4.730 1.570 28.0% 0.184 3.3% 56% False False 3,683
80 6.300 4.730 1.570 28.0% 0.172 3.1% 56% False False 3,039
100 6.487 4.730 1.757 31.3% 0.164 2.9% 50% False False 2,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.913
2.618 6.505
1.618 6.255
1.000 6.100
0.618 6.005
HIGH 5.850
0.618 5.755
0.500 5.725
0.382 5.696
LOW 5.600
0.618 5.446
1.000 5.350
1.618 5.196
2.618 4.946
4.250 4.538
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 5.725 5.886
PP 5.688 5.795
S1 5.650 5.704

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

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