NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 5.260 5.127 -0.133 -2.5% 5.850
High 5.335 5.254 -0.081 -1.5% 5.850
Low 5.111 5.072 -0.039 -0.8% 5.357
Close 5.126 5.176 0.050 1.0% 5.444
Range 0.224 0.182 -0.042 -18.8% 0.493
ATR 0.222 0.220 -0.003 -1.3% 0.000
Volume 10,263 12,603 2,340 22.8% 37,759
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.713 5.627 5.276
R3 5.531 5.445 5.226
R2 5.349 5.349 5.209
R1 5.263 5.263 5.193 5.306
PP 5.167 5.167 5.167 5.189
S1 5.081 5.081 5.159 5.124
S2 4.985 4.985 5.143
S3 4.803 4.899 5.126
S4 4.621 4.717 5.076
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.029 6.730 5.715
R3 6.536 6.237 5.580
R2 6.043 6.043 5.534
R1 5.744 5.744 5.489 5.647
PP 5.550 5.550 5.550 5.502
S1 5.251 5.251 5.399 5.154
S2 5.057 5.057 5.354
S3 4.564 4.758 5.308
S4 4.071 4.265 5.173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.653 5.072 0.581 11.2% 0.231 4.5% 18% False True 10,866
10 6.088 5.072 1.016 19.6% 0.222 4.3% 10% False True 9,063
20 6.300 5.072 1.228 23.7% 0.220 4.2% 8% False True 7,891
40 6.300 5.072 1.228 23.7% 0.221 4.3% 8% False True 6,054
60 6.300 4.730 1.570 30.3% 0.191 3.7% 28% False False 4,744
80 6.300 4.730 1.570 30.3% 0.183 3.5% 28% False False 3,925
100 6.400 4.730 1.670 32.3% 0.169 3.3% 27% False False 3,316
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 0.057
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.028
2.618 5.730
1.618 5.548
1.000 5.436
0.618 5.366
HIGH 5.254
0.618 5.184
0.500 5.163
0.382 5.142
LOW 5.072
0.618 4.960
1.000 4.890
1.618 4.778
2.618 4.596
4.250 4.299
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 5.172 5.204
PP 5.167 5.194
S1 5.163 5.185

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

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