NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 5.515 5.417 -0.098 -1.8% 5.850
High 5.653 5.495 -0.158 -2.8% 5.850
Low 5.357 5.211 -0.146 -2.7% 5.357
Close 5.444 5.217 -0.227 -4.2% 5.444
Range 0.296 0.284 -0.012 -4.1% 0.493
ATR 0.222 0.226 0.004 2.0% 0.000
Volume 9,419 10,861 1,442 15.3% 37,759
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.160 5.972 5.373
R3 5.876 5.688 5.295
R2 5.592 5.592 5.269
R1 5.404 5.404 5.243 5.356
PP 5.308 5.308 5.308 5.284
S1 5.120 5.120 5.191 5.072
S2 5.024 5.024 5.165
S3 4.740 4.836 5.139
S4 4.456 4.552 5.061
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.029 6.730 5.715
R3 6.536 6.237 5.580
R2 6.043 6.043 5.534
R1 5.744 5.744 5.489 5.647
PP 5.550 5.550 5.550 5.502
S1 5.251 5.251 5.399 5.154
S2 5.057 5.057 5.354
S3 4.564 4.758 5.308
S4 4.071 4.265 5.173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.760 5.211 0.549 10.5% 0.232 4.4% 1% False True 8,719
10 6.300 5.211 1.089 20.9% 0.219 4.2% 1% False True 7,665
20 6.300 5.211 1.089 20.9% 0.218 4.2% 1% False True 7,308
40 6.300 4.834 1.466 28.1% 0.225 4.3% 26% False False 5,378
60 6.300 4.730 1.570 30.1% 0.187 3.6% 31% False False 4,227
80 6.300 4.730 1.570 30.1% 0.181 3.5% 31% False False 3,525
100 6.487 4.730 1.757 33.7% 0.169 3.2% 28% False False 3,016
Crabel Price Patterns
NR True
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 0.044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.702
2.618 6.239
1.618 5.955
1.000 5.779
0.618 5.671
HIGH 5.495
0.618 5.387
0.500 5.353
0.382 5.319
LOW 5.211
0.618 5.035
1.000 4.927
1.618 4.751
2.618 4.467
4.250 4.004
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 5.353 5.432
PP 5.308 5.360
S1 5.262 5.289

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

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