NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 5.096 4.946 -0.150 -2.9% 5.417
High 5.099 5.028 -0.071 -1.4% 5.495
Low 4.905 4.911 0.006 0.1% 4.989
Close 4.935 4.974 0.039 0.8% 5.022
Range 0.194 0.117 -0.077 -39.7% 0.506
ATR 0.215 0.208 -0.007 -3.3% 0.000
Volume 16,027 17,392 1,365 8.5% 57,862
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.322 5.265 5.038
R3 5.205 5.148 5.006
R2 5.088 5.088 4.995
R1 5.031 5.031 4.985 5.060
PP 4.971 4.971 4.971 4.985
S1 4.914 4.914 4.963 4.943
S2 4.854 4.854 4.953
S3 4.737 4.797 4.942
S4 4.620 4.680 4.910
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 5.254 4.905 0.349 7.0% 0.179 3.6% 20% False False 15,186
10 5.653 4.905 0.748 15.0% 0.202 4.1% 9% False False 12,870
20 6.300 4.905 1.395 28.0% 0.209 4.2% 5% False False 9,561
40 6.300 4.905 1.395 28.0% 0.211 4.2% 5% False False 7,313
60 6.300 4.730 1.570 31.6% 0.197 4.0% 16% False False 5,696
80 6.300 4.730 1.570 31.6% 0.184 3.7% 16% False False 4,669
100 6.300 4.730 1.570 31.6% 0.169 3.4% 16% False False 3,916
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.062
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 5.525
2.618 5.334
1.618 5.217
1.000 5.145
0.618 5.100
HIGH 5.028
0.618 4.983
0.500 4.970
0.382 4.956
LOW 4.911
0.618 4.839
1.000 4.794
1.618 4.722
2.618 4.605
4.250 4.414
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 4.973 5.008
PP 4.971 4.997
S1 4.970 4.985

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

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