NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 5.705 5.837 0.132 2.3% 5.830
High 5.894 5.858 -0.036 -0.6% 6.038
Low 5.705 5.615 -0.090 -1.6% 5.505
Close 5.884 5.637 -0.247 -4.2% 5.572
Range 0.189 0.243 0.054 28.6% 0.533
ATR 0.272 0.272 0.000 -0.1% 0.000
Volume 59,409 78,858 19,449 32.7% 191,821
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.432 6.278 5.771
R3 6.189 6.035 5.704
R2 5.946 5.946 5.682
R1 5.792 5.792 5.659 5.748
PP 5.703 5.703 5.703 5.681
S1 5.549 5.549 5.615 5.505
S2 5.460 5.460 5.592
S3 5.217 5.306 5.570
S4 4.974 5.063 5.503
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.304 6.971 5.865
R3 6.771 6.438 5.719
R2 6.238 6.238 5.670
R1 5.905 5.905 5.621 5.805
PP 5.705 5.705 5.705 5.655
S1 5.372 5.372 5.523 5.272
S2 5.172 5.172 5.474
S3 4.639 4.839 5.425
S4 4.106 4.306 5.279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.038 5.505 0.533 9.5% 0.250 4.4% 25% False False 59,172
10 6.038 5.505 0.533 9.5% 0.256 4.5% 25% False False 53,300
20 6.038 4.733 1.305 23.2% 0.265 4.7% 69% False False 57,348
40 6.038 4.520 1.518 26.9% 0.248 4.4% 74% False False 38,402
60 6.300 4.520 1.780 31.6% 0.239 4.2% 63% False False 28,232
80 6.300 4.520 1.780 31.6% 0.235 4.2% 63% False False 22,228
100 6.300 4.520 1.780 31.6% 0.214 3.8% 63% False False 18,207
120 6.300 4.520 1.780 31.6% 0.205 3.6% 63% False False 15,417
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 0.070
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.891
2.618 6.494
1.618 6.251
1.000 6.101
0.618 6.008
HIGH 5.858
0.618 5.765
0.500 5.737
0.382 5.708
LOW 5.615
0.618 5.465
1.000 5.372
1.618 5.222
2.618 4.979
4.250 4.582
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 5.737 5.700
PP 5.703 5.679
S1 5.670 5.658

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

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