NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 4.781 4.826 0.045 0.9% 4.920
High 4.832 4.861 0.029 0.6% 5.147
Low 4.655 4.657 0.002 0.0% 4.655
Close 4.808 4.845 0.037 0.8% 4.845
Range 0.177 0.204 0.027 15.3% 0.492
ATR 0.208 0.208 0.000 -0.1% 0.000
Volume 17,938 16,121 -1,817 -10.1% 81,541
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.400 5.326 4.957
R3 5.196 5.122 4.901
R2 4.992 4.992 4.882
R1 4.918 4.918 4.864 4.955
PP 4.788 4.788 4.788 4.806
S1 4.714 4.714 4.826 4.751
S2 4.584 4.584 4.808
S3 4.380 4.510 4.789
S4 4.176 4.306 4.733
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.358 6.094 5.116
R3 5.866 5.602 4.980
R2 5.374 5.374 4.935
R1 5.110 5.110 4.890 4.996
PP 4.882 4.882 4.882 4.826
S1 4.618 4.618 4.800 4.504
S2 4.390 4.390 4.755
S3 3.898 4.126 4.710
S4 3.406 3.634 4.574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.147 4.655 0.492 10.2% 0.222 4.6% 39% False False 16,308
10 5.147 4.655 0.492 10.2% 0.195 4.0% 39% False False 16,626
20 5.850 4.655 1.195 24.7% 0.207 4.3% 16% False False 13,094
40 6.300 4.655 1.645 34.0% 0.212 4.4% 12% False False 9,640
60 6.300 4.655 1.645 34.0% 0.209 4.3% 12% False False 7,369
80 6.300 4.655 1.645 34.0% 0.188 3.9% 12% False False 6,008
100 6.300 4.655 1.645 34.0% 0.178 3.7% 12% False False 5,017
120 6.487 4.655 1.832 37.8% 0.171 3.5% 10% False False 4,345
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 0.041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.728
2.618 5.395
1.618 5.191
1.000 5.065
0.618 4.987
HIGH 4.861
0.618 4.783
0.500 4.759
0.382 4.735
LOW 4.657
0.618 4.531
1.000 4.453
1.618 4.327
2.618 4.123
4.250 3.790
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 4.816 4.845
PP 4.788 4.845
S1 4.759 4.845

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

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