NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 4.826 4.925 0.099 2.1% 4.920
High 4.861 5.010 0.149 3.1% 5.147
Low 4.657 4.825 0.168 3.6% 4.655
Close 4.845 4.888 0.043 0.9% 4.845
Range 0.204 0.185 -0.019 -9.3% 0.492
ATR 0.208 0.206 -0.002 -0.8% 0.000
Volume 16,121 13,195 -2,926 -18.2% 81,541
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.463 5.360 4.990
R3 5.278 5.175 4.939
R2 5.093 5.093 4.922
R1 4.990 4.990 4.905 4.949
PP 4.908 4.908 4.908 4.887
S1 4.805 4.805 4.871 4.764
S2 4.723 4.723 4.854
S3 4.538 4.620 4.837
S4 4.353 4.435 4.786
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 10.1% 0.210 4.3% 47% False False 15,599
10 5.147 4.655 0.492 10.1% 0.194 4.0% 47% False False 16,250
20 5.760 4.655 1.105 22.6% 0.204 4.2% 21% False False 13,502
40 6.300 4.655 1.645 33.7% 0.213 4.4% 14% False False 9,930
60 6.300 4.655 1.645 33.7% 0.210 4.3% 14% False False 7,546
80 6.300 4.655 1.645 33.7% 0.189 3.9% 14% False False 6,138
100 6.300 4.655 1.645 33.7% 0.178 3.6% 14% False False 5,132
120 6.487 4.655 1.832 37.5% 0.171 3.5% 13% False False 4,441
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 0.043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.796
2.618 5.494
1.618 5.309
1.000 5.195
0.618 5.124
HIGH 5.010
0.618 4.939
0.500 4.918
0.382 4.896
LOW 4.825
0.618 4.711
1.000 4.640
1.618 4.526
2.618 4.341
4.250 4.039
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 4.918 4.870
PP 4.908 4.851
S1 4.898 4.833

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

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