NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 5.850 5.607 -0.243 -4.2% 6.077
High 5.850 5.760 -0.090 -1.5% 6.300
Low 5.600 5.583 -0.017 -0.3% 5.857
Close 5.613 5.682 0.069 1.2% 5.869
Range 0.250 0.177 -0.073 -29.2% 0.443
ATR 0.222 0.219 -0.003 -1.5% 0.000
Volume 5,025 7,729 2,704 53.8% 34,154
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.206 6.121 5.779
R3 6.029 5.944 5.731
R2 5.852 5.852 5.714
R1 5.767 5.767 5.698 5.810
PP 5.675 5.675 5.675 5.696
S1 5.590 5.590 5.666 5.633
S2 5.498 5.498 5.650
S3 5.321 5.413 5.633
S4 5.144 5.236 5.585
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 5.583 0.717 12.6% 0.213 3.7% 14% False True 7,243
10 6.300 5.583 0.717 12.6% 0.215 3.8% 14% False True 6,563
20 6.300 5.583 0.717 12.6% 0.217 3.8% 14% False True 6,619
40 6.300 4.730 1.570 27.6% 0.216 3.8% 61% False False 4,708
60 6.300 4.730 1.570 27.6% 0.182 3.2% 61% False False 3,779
80 6.300 4.730 1.570 27.6% 0.172 3.0% 61% False False 3,128
100 6.487 4.730 1.757 30.9% 0.165 2.9% 54% False False 2,693
Crabel Price Patterns
NR True
NR4 True
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 0.034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.512
2.618 6.223
1.618 6.046
1.000 5.937
0.618 5.869
HIGH 5.760
0.618 5.692
0.500 5.672
0.382 5.651
LOW 5.583
0.618 5.474
1.000 5.406
1.618 5.297
2.618 5.120
4.250 4.831
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 5.679 5.836
PP 5.675 5.784
S1 5.672 5.733

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

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