NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 5.261 4.914 -0.347 -6.6% 4.925
High 5.261 4.980 -0.281 -5.3% 5.351
Low 4.917 4.756 -0.161 -3.3% 4.769
Close 4.942 4.845 -0.097 -2.0% 5.261
Range 0.344 0.224 -0.120 -34.9% 0.582
ATR 0.245 0.244 -0.002 -0.6% 0.000
Volume 14,509 27,566 13,057 90.0% 80,464
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.532 5.413 4.968
R3 5.308 5.189 4.907
R2 5.084 5.084 4.886
R1 4.965 4.965 4.866 4.913
PP 4.860 4.860 4.860 4.834
S1 4.741 4.741 4.824 4.689
S2 4.636 4.636 4.804
S3 4.412 4.517 4.783
S4 4.188 4.293 4.722
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.873 6.649 5.581
R3 6.291 6.067 5.421
R2 5.709 5.709 5.368
R1 5.485 5.485 5.314 5.597
PP 5.127 5.127 5.127 5.183
S1 4.903 4.903 5.208 5.015
S2 4.545 4.545 5.154
S3 3.963 4.321 5.101
S4 3.381 3.739 4.941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.351 4.756 0.595 12.3% 0.327 6.8% 15% False True 21,868
10 5.351 4.655 0.696 14.4% 0.269 5.5% 27% False False 18,733
20 5.351 4.655 0.696 14.4% 0.227 4.7% 27% False False 16,790
40 6.300 4.655 1.645 34.0% 0.223 4.6% 12% False False 12,049
60 6.300 4.655 1.645 34.0% 0.225 4.7% 12% False False 9,182
80 6.300 4.655 1.645 34.0% 0.197 4.1% 12% False False 7,368
100 6.300 4.655 1.645 34.0% 0.190 3.9% 12% False False 6,178
120 6.487 4.655 1.832 37.8% 0.178 3.7% 10% False False 5,312
Crabel Price Patterns
NR True
NR4 True
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 0.053
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.932
2.618 5.566
1.618 5.342
1.000 5.204
0.618 5.118
HIGH 4.980
0.618 4.894
0.500 4.868
0.382 4.842
LOW 4.756
0.618 4.618
1.000 4.532
1.618 4.394
2.618 4.170
4.250 3.804
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 4.868 5.054
PP 4.860 4.984
S1 4.853 4.915

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

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