NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 5.429 5.580 0.151 2.8% 4.733
High 5.583 5.605 0.022 0.4% 5.424
Low 5.381 5.463 0.082 1.5% 4.733
Close 5.578 5.513 -0.065 -1.2% 5.232
Range 0.202 0.142 -0.060 -29.7% 0.691
ATR 0.259 0.251 -0.008 -3.2% 0.000
Volume 42,926 84,782 41,856 97.5% 265,558
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.953 5.875 5.591
R3 5.811 5.733 5.552
R2 5.669 5.669 5.539
R1 5.591 5.591 5.526 5.559
PP 5.527 5.527 5.527 5.511
S1 5.449 5.449 5.500 5.417
S2 5.385 5.385 5.487
S3 5.243 5.307 5.474
S4 5.101 5.165 5.435
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 5.605 4.897 0.708 12.8% 0.253 4.6% 87% True False 58,762
10 5.605 4.520 1.085 19.7% 0.252 4.6% 92% True False 49,909
20 5.605 4.520 1.085 19.7% 0.265 4.8% 92% True False 35,212
40 6.300 4.520 1.780 32.3% 0.235 4.3% 56% False False 23,498
60 6.300 4.520 1.780 32.3% 0.228 4.1% 56% False False 17,511
80 6.300 4.520 1.780 32.3% 0.218 4.0% 56% False False 13,799
100 6.300 4.520 1.780 32.3% 0.201 3.7% 56% False False 11,396
120 6.300 4.520 1.780 32.3% 0.188 3.4% 56% False False 9,661
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 6.209
2.618 5.977
1.618 5.835
1.000 5.747
0.618 5.693
HIGH 5.605
0.618 5.551
0.500 5.534
0.382 5.517
LOW 5.463
0.618 5.375
1.000 5.321
1.618 5.233
2.618 5.091
4.250 4.860
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 5.534 5.487
PP 5.527 5.460
S1 5.520 5.434

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

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