NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 5.708 5.464 -0.244 -4.3% 6.077
High 5.715 5.538 -0.177 -3.1% 6.300
Low 5.462 5.388 -0.074 -1.4% 5.857
Close 5.478 5.481 0.003 0.1% 5.869
Range 0.253 0.150 -0.103 -40.7% 0.443
ATR 0.221 0.216 -0.005 -2.3% 0.000
Volume 4,546 11,040 6,494 142.9% 34,154
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.919 5.850 5.564
R3 5.769 5.700 5.522
R2 5.619 5.619 5.509
R1 5.550 5.550 5.495 5.585
PP 5.469 5.469 5.469 5.486
S1 5.400 5.400 5.467 5.435
S2 5.319 5.319 5.454
S3 5.169 5.250 5.440
S4 5.019 5.100 5.399
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 6.088 5.388 0.700 12.8% 0.212 3.9% 13% False True 7,260
10 6.300 5.388 0.912 16.6% 0.213 3.9% 10% False True 6,887
20 6.300 5.388 0.912 16.6% 0.216 3.9% 10% False True 6,948
40 6.300 4.730 1.570 28.6% 0.220 4.0% 48% False False 4,999
60 6.300 4.730 1.570 28.6% 0.184 3.3% 48% False False 3,953
80 6.300 4.730 1.570 28.6% 0.175 3.2% 48% False False 3,288
100 6.487 4.730 1.757 32.1% 0.166 3.0% 43% False False 2,835
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.031
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.176
2.618 5.931
1.618 5.781
1.000 5.688
0.618 5.631
HIGH 5.538
0.618 5.481
0.500 5.463
0.382 5.445
LOW 5.388
0.618 5.295
1.000 5.238
1.618 5.145
2.618 4.995
4.250 4.751
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 5.475 5.574
PP 5.469 5.543
S1 5.463 5.512

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

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