NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 5.296 5.429 0.133 2.5% 4.733
High 5.469 5.583 0.114 2.1% 5.424
Low 5.262 5.381 0.119 2.3% 4.733
Close 5.402 5.578 0.176 3.3% 5.232
Range 0.207 0.202 -0.005 -2.4% 0.691
ATR 0.264 0.259 -0.004 -1.7% 0.000
Volume 51,416 42,926 -8,490 -16.5% 265,558
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.120 6.051 5.689
R3 5.918 5.849 5.634
R2 5.716 5.716 5.615
R1 5.647 5.647 5.597 5.682
PP 5.514 5.514 5.514 5.531
S1 5.445 5.445 5.559 5.480
S2 5.312 5.312 5.541
S3 5.110 5.243 5.522
S4 4.908 5.041 5.467
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.203 6.908 5.612
R3 6.512 6.217 5.422
R2 5.821 5.821 5.359
R1 5.526 5.526 5.295 5.674
PP 5.130 5.130 5.130 5.203
S1 4.835 4.835 5.169 4.983
S2 4.439 4.439 5.105
S3 3.748 4.144 5.042
S4 3.057 3.453 4.852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.583 4.897 0.686 12.3% 0.293 5.3% 99% True False 56,447
10 5.583 4.520 1.063 19.1% 0.265 4.7% 100% True False 44,727
20 5.583 4.520 1.063 19.1% 0.267 4.8% 100% True False 31,730
40 6.300 4.520 1.780 31.9% 0.235 4.2% 59% False False 21,493
60 6.300 4.520 1.780 31.9% 0.228 4.1% 59% False False 16,134
80 6.300 4.520 1.780 31.9% 0.218 3.9% 59% False False 12,792
100 6.300 4.520 1.780 31.9% 0.201 3.6% 59% False False 10,554
120 6.300 4.520 1.780 31.9% 0.188 3.4% 59% False False 8,959
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.052
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.442
2.618 6.112
1.618 5.910
1.000 5.785
0.618 5.708
HIGH 5.583
0.618 5.506
0.500 5.482
0.382 5.458
LOW 5.381
0.618 5.256
1.000 5.179
1.618 5.054
2.618 4.852
4.250 4.523
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 5.546 5.515
PP 5.514 5.453
S1 5.482 5.390

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

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