NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 5.980 5.840 -0.140 -2.3% 5.882
High 6.038 5.929 -0.109 -1.8% 5.984
Low 5.823 5.695 -0.128 -2.2% 5.588
Close 5.840 5.709 -0.131 -2.2% 5.698
Range 0.215 0.234 0.019 8.8% 0.396
ATR 0.263 0.261 -0.002 -0.8% 0.000
Volume 46,637 54,854 8,217 17.6% 202,918
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.480 6.328 5.838
R3 6.246 6.094 5.773
R2 6.012 6.012 5.752
R1 5.860 5.860 5.730 5.819
PP 5.778 5.778 5.778 5.757
S1 5.626 5.626 5.688 5.585
S2 5.544 5.544 5.666
S3 5.310 5.392 5.645
S4 5.076 5.158 5.580
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.945 6.717 5.916
R3 6.549 6.321 5.807
R2 6.153 6.153 5.771
R1 5.925 5.925 5.734 5.841
PP 5.757 5.757 5.757 5.715
S1 5.529 5.529 5.662 5.445
S2 5.361 5.361 5.625
S3 4.965 5.133 5.589
S4 4.569 4.737 5.480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.038 5.659 0.379 6.6% 0.244 4.3% 13% False False 45,914
10 6.038 5.463 0.575 10.1% 0.251 4.4% 43% False False 59,270
20 6.038 4.520 1.518 26.6% 0.258 4.5% 78% False False 51,998
40 6.038 4.520 1.518 26.6% 0.243 4.2% 78% False False 34,394
60 6.300 4.520 1.780 31.2% 0.234 4.1% 67% False False 25,366
80 6.300 4.520 1.780 31.2% 0.234 4.1% 67% False False 19,886
100 6.300 4.520 1.780 31.2% 0.209 3.7% 67% False False 16,294
120 6.300 4.520 1.780 31.2% 0.201 3.5% 67% False False 13,815
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.060
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.924
2.618 6.542
1.618 6.308
1.000 6.163
0.618 6.074
HIGH 5.929
0.618 5.840
0.500 5.812
0.382 5.784
LOW 5.695
0.618 5.550
1.000 5.461
1.618 5.316
2.618 5.082
4.250 4.701
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 5.812 5.867
PP 5.778 5.814
S1 5.743 5.762

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

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