NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 4.946 4.980 0.034 0.7% 5.417
High 5.028 4.980 -0.048 -1.0% 5.495
Low 4.911 4.814 -0.097 -2.0% 4.989
Close 4.974 4.841 -0.133 -2.7% 5.022
Range 0.117 0.166 0.049 41.9% 0.506
ATR 0.208 0.205 -0.003 -1.4% 0.000
Volume 17,392 12,248 -5,144 -29.6% 57,862
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.376 5.275 4.932
R3 5.210 5.109 4.887
R2 5.044 5.044 4.871
R1 4.943 4.943 4.856 4.911
PP 4.878 4.878 4.878 4.862
S1 4.777 4.777 4.826 4.745
S2 4.712 4.712 4.811
S3 4.546 4.611 4.795
S4 4.380 4.445 4.750
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 5.190 4.814 0.376 7.8% 0.175 3.6% 7% False True 15,115
10 5.653 4.814 0.839 17.3% 0.203 4.2% 3% False True 12,991
20 6.300 4.814 1.486 30.7% 0.208 4.3% 2% False True 9,939
40 6.300 4.814 1.486 30.7% 0.208 4.3% 2% False True 7,493
60 6.300 4.730 1.570 32.4% 0.199 4.1% 7% False False 5,881
80 6.300 4.730 1.570 32.4% 0.184 3.8% 7% False False 4,812
100 6.300 4.730 1.570 32.4% 0.170 3.5% 7% False False 4,032
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 0.055
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.686
2.618 5.415
1.618 5.249
1.000 5.146
0.618 5.083
HIGH 4.980
0.618 4.917
0.500 4.897
0.382 4.877
LOW 4.814
0.618 4.711
1.000 4.648
1.618 4.545
2.618 4.379
4.250 4.109
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 4.897 4.957
PP 4.878 4.918
S1 4.860 4.880

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

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