NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 5.040 5.096 0.056 1.1% 5.417
High 5.111 5.099 -0.012 -0.2% 5.495
Low 4.912 4.905 -0.007 -0.1% 4.989
Close 5.096 4.935 -0.161 -3.2% 5.022
Range 0.199 0.194 -0.005 -2.5% 0.506
ATR 0.217 0.215 -0.002 -0.8% 0.000
Volume 16,962 16,027 -935 -5.5% 57,862
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.562 5.442 5.042
R3 5.368 5.248 4.988
R2 5.174 5.174 4.971
R1 5.054 5.054 4.953 5.017
PP 4.980 4.980 4.980 4.961
S1 4.860 4.860 4.917 4.823
S2 4.786 4.786 4.899
S3 4.592 4.666 4.882
S4 4.398 4.472 4.828
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 5.335 4.905 0.430 8.7% 0.200 4.1% 7% False True 13,761
10 5.715 4.905 0.810 16.4% 0.215 4.4% 4% False True 11,585
20 6.300 4.905 1.395 28.3% 0.215 4.4% 2% False True 9,074
40 6.300 4.905 1.395 28.3% 0.215 4.4% 2% False True 6,983
60 6.300 4.730 1.570 31.8% 0.197 4.0% 13% False False 5,430
80 6.300 4.730 1.570 31.8% 0.184 3.7% 13% False False 4,461
100 6.300 4.730 1.570 31.8% 0.170 3.4% 13% False False 3,756
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 0.059
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.924
2.618 5.607
1.618 5.413
1.000 5.293
0.618 5.219
HIGH 5.099
0.618 5.025
0.500 5.002
0.382 4.979
LOW 4.905
0.618 4.785
1.000 4.711
1.618 4.591
2.618 4.397
4.250 4.081
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 5.002 5.048
PP 4.980 5.010
S1 4.957 4.973

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

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