NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 5.729 5.800 0.071 1.2% 5.296
High 5.816 5.906 0.090 1.5% 5.958
Low 5.588 5.659 0.071 1.3% 5.262
Close 5.772 5.884 0.112 1.9% 5.829
Range 0.228 0.247 0.019 8.3% 0.696
ATR 0.259 0.258 -0.001 -0.3% 0.000
Volume 41,531 53,711 12,180 29.3% 348,415
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.557 6.468 6.020
R3 6.310 6.221 5.952
R2 6.063 6.063 5.929
R1 5.974 5.974 5.907 6.019
PP 5.816 5.816 5.816 5.839
S1 5.727 5.727 5.861 5.772
S2 5.569 5.569 5.839
S3 5.322 5.480 5.816
S4 5.075 5.233 5.748
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.771 7.496 6.212
R3 7.075 6.800 6.020
R2 6.379 6.379 5.957
R1 6.104 6.104 5.893 6.242
PP 5.683 5.683 5.683 5.752
S1 5.408 5.408 5.765 5.546
S2 4.987 4.987 5.701
S3 4.291 4.712 5.638
S4 3.595 4.016 5.446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.979 5.510 0.469 8.0% 0.279 4.7% 80% False False 66,412
10 5.979 4.897 1.082 18.4% 0.266 4.5% 91% False False 62,587
20 5.979 4.520 1.459 24.8% 0.281 4.8% 93% False False 47,661
40 5.979 4.520 1.459 24.8% 0.243 4.1% 93% False False 30,894
60 6.300 4.520 1.780 30.3% 0.234 4.0% 77% False False 22,802
80 6.300 4.520 1.780 30.3% 0.229 3.9% 77% False False 17,801
100 6.300 4.520 1.780 30.3% 0.206 3.5% 77% False False 14,625
120 6.300 4.520 1.780 30.3% 0.196 3.3% 77% False False 12,383
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 0.065
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.956
2.618 6.553
1.618 6.306
1.000 6.153
0.618 6.059
HIGH 5.906
0.618 5.812
0.500 5.783
0.382 5.753
LOW 5.659
0.618 5.506
1.000 5.412
1.618 5.259
2.618 5.012
4.250 4.609
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 5.850 5.851
PP 5.816 5.817
S1 5.783 5.784

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

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