NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 06-Nov-2009

Day Change Summary
	Previous	Current
	05-Nov-2009	06-Nov-2009	Change	Change %	Previous Week
Open	5.127	5.165	0.038	0.7%	5.417
High	5.254	5.190	-0.064	-1.2%	5.495
Low	5.072	4.989	-0.083	-1.6%	4.989
Close	5.176	5.022	-0.154	-3.0%	5.022
Range	0.182	0.201	0.019	10.4%	0.506
ATR	0.220	0.218	-0.001	-0.6%	0.000
Volume	12,603	12,950	347	2.8%	57,862

Daily Pivots for day following 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.670	5.547	5.133
R3	5.469	5.346	5.077
R2	5.268	5.268	5.059
R1	5.145	5.145	5.040	5.106
PP	5.067	5.067	5.067	5.048
S1	4.944	4.944	5.004	4.905
S2	4.866	4.866	4.985
S3	4.665	4.743	4.967
S4	4.464	4.542	4.911

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.687	6.360	5.300
R3	6.181	5.854	5.161
R2	5.675	5.675	5.115
R1	5.348	5.348	5.068	5.259
PP	5.169	5.169	5.169	5.124
S1	4.842	4.842	4.976	4.753
S2	4.663	4.663	4.929
S3	4.157	4.336	4.883
S4	3.651	3.830	4.744

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.495	4.989	0.506	10.1%	0.212	4.2%	7%	False	True	11,572
10	5.850	4.989	0.861	17.1%	0.219	4.4%	4%	False	True	9,562
20	6.300	4.989	1.311	26.1%	0.222	4.4%	3%	False	True	8,084
40	6.300	4.989	1.311	26.1%	0.217	4.3%	3%	False	True	6,309
60	6.300	4.730	1.570	31.3%	0.192	3.8%	19%	False	False	4,942
80	6.300	4.730	1.570	31.3%	0.183	3.6%	19%	False	False	4,078
100	6.300	4.730	1.570	31.3%	0.169	3.4%	19%	False	False	3,440

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.054
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.044
2.618	5.716
1.618	5.515
1.000	5.391
0.618	5.314
HIGH	5.190
0.618	5.113
0.500	5.090
0.382	5.066
LOW	4.989
0.618	4.865
1.000	4.788
1.618	4.664
2.618	4.463
4.250	4.135

Fisher Pivots for day following 06-Nov-2009
Pivot	1 day	3 day
R1	5.090	5.162
PP	5.067	5.115
S1	5.045	5.069

Download as Excel Spreadsheet

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

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