NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 4.980 4.852 -0.128 -2.6% 5.040
High 4.980 4.920 -0.060 -1.2% 5.111
Low 4.814 4.755 -0.059 -1.2% 4.755
Close 4.841 4.879 0.038 0.8% 4.879
Range 0.166 0.165 -0.001 -0.6% 0.356
ATR 0.205 0.202 -0.003 -1.4% 0.000
Volume 12,248 22,097 9,849 80.4% 84,726
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.346 5.278 4.970
R3 5.181 5.113 4.924
R2 5.016 5.016 4.909
R1 4.948 4.948 4.894 4.982
PP 4.851 4.851 4.851 4.869
S1 4.783 4.783 4.864 4.817
S2 4.686 4.686 4.849
S3 4.521 4.618 4.834
S4 4.356 4.453 4.788
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.983 5.787 5.075
R3 5.627 5.431 4.977
R2 5.271 5.271 4.944
R1 5.075 5.075 4.912 4.995
PP 4.915 4.915 4.915 4.875
S1 4.719 4.719 4.846 4.639
S2 4.559 4.559 4.814
S3 4.203 4.363 4.781
S4 3.847 4.007 4.683
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.111 4.755 0.356 7.3% 0.168 3.4% 35% False True 16,945
10 5.495 4.755 0.740 15.2% 0.190 3.9% 17% False True 14,258
20 6.300 4.755 1.545 31.7% 0.200 4.1% 8% False True 10,725
40 6.300 4.755 1.545 31.7% 0.207 4.2% 8% False True 7,975
60 6.300 4.730 1.570 32.2% 0.200 4.1% 9% False False 6,237
80 6.300 4.730 1.570 32.2% 0.183 3.7% 9% False False 5,068
100 6.300 4.730 1.570 32.2% 0.171 3.5% 9% False False 4,246
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 0.048
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.621
2.618 5.352
1.618 5.187
1.000 5.085
0.618 5.022
HIGH 4.920
0.618 4.857
0.500 4.838
0.382 4.818
LOW 4.755
0.618 4.653
1.000 4.590
1.618 4.488
2.618 4.323
4.250 4.054
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 4.865 4.892
PP 4.851 4.887
S1 4.838 4.883

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

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