NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 5.800 5.925 0.125 2.2% 5.296
High 5.906 5.984 0.078 1.3% 5.958
Low 5.659 5.665 0.006 0.1% 5.262
Close 5.884 5.698 -0.186 -3.2% 5.829
Range 0.247 0.319 0.072 29.1% 0.696
ATR 0.258 0.263 0.004 1.7% 0.000
Volume 53,711 40,146 -13,565 -25.3% 348,415
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.739 6.538 5.873
R3 6.420 6.219 5.786
R2 6.101 6.101 5.756
R1 5.900 5.900 5.727 5.841
PP 5.782 5.782 5.782 5.753
S1 5.581 5.581 5.669 5.522
S2 5.463 5.463 5.640
S3 5.144 5.262 5.610
S4 4.825 4.943 5.523
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 5.984 5.588 0.396 6.9% 0.257 4.5% 28% True False 58,814
10 5.984 5.197 0.787 13.8% 0.249 4.4% 64% True False 61,347
20 5.984 4.520 1.464 25.7% 0.277 4.9% 80% True False 48,571
40 5.984 4.520 1.464 25.7% 0.245 4.3% 80% True False 31,784
60 6.300 4.520 1.780 31.2% 0.237 4.2% 66% False False 23,390
80 6.300 4.520 1.780 31.2% 0.231 4.1% 66% False False 18,279
100 6.300 4.520 1.780 31.2% 0.208 3.6% 66% False False 14,999
120 6.300 4.520 1.780 31.2% 0.197 3.5% 66% False False 12,704
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.062
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7.340
2.618 6.819
1.618 6.500
1.000 6.303
0.618 6.181
HIGH 5.984
0.618 5.862
0.500 5.825
0.382 5.787
LOW 5.665
0.618 5.468
1.000 5.346
1.618 5.149
2.618 4.830
4.250 4.309
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 5.825 5.786
PP 5.782 5.757
S1 5.740 5.727

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

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