NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 5.837 5.690 -0.147 -2.5% 5.830
High 5.858 6.075 0.217 3.7% 6.038
Low 5.615 5.650 0.035 0.6% 5.505
Close 5.637 6.009 0.372 6.6% 5.572
Range 0.243 0.425 0.182 74.9% 0.533
ATR 0.272 0.284 0.012 4.4% 0.000
Volume 78,858 99,492 20,634 26.2% 191,821
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.186 7.023 6.243
R3 6.761 6.598 6.126
R2 6.336 6.336 6.087
R1 6.173 6.173 6.048 6.255
PP 5.911 5.911 5.911 5.952
S1 5.748 5.748 5.970 5.830
S2 5.486 5.486 5.931
S3 5.061 5.323 5.892
S4 4.636 4.898 5.775
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 6.075 5.505 0.570 9.5% 0.292 4.9% 88% True False 69,743
10 6.075 5.505 0.570 9.5% 0.267 4.4% 88% True False 56,496
20 6.075 4.897 1.178 19.6% 0.268 4.5% 94% True False 61,370
40 6.075 4.520 1.555 25.9% 0.254 4.2% 96% True False 40,566
60 6.300 4.520 1.780 29.6% 0.243 4.0% 84% False False 29,738
80 6.300 4.520 1.780 29.6% 0.236 3.9% 84% False False 23,438
100 6.300 4.520 1.780 29.6% 0.217 3.6% 84% False False 19,192
120 6.300 4.520 1.780 29.6% 0.206 3.4% 84% False False 16,241
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 7.881
2.618 7.188
1.618 6.763
1.000 6.500
0.618 6.338
HIGH 6.075
0.618 5.913
0.500 5.863
0.382 5.812
LOW 5.650
0.618 5.387
1.000 5.225
1.618 4.962
2.618 4.537
4.250 3.844
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 5.960 5.954
PP 5.911 5.900
S1 5.863 5.845

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

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