NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 5.690 6.033 0.343 6.0% 5.830
High 6.075 6.108 0.033 0.5% 6.038
Low 5.650 5.763 0.113 2.0% 5.505
Close 6.009 5.806 -0.203 -3.4% 5.572
Range 0.425 0.345 -0.080 -18.8% 0.533
ATR 0.284 0.288 0.004 1.5% 0.000
Volume 99,492 140,611 41,119 41.3% 191,821
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.927 6.712 5.996
R3 6.582 6.367 5.901
R2 6.237 6.237 5.869
R1 6.022 6.022 5.838 5.957
PP 5.892 5.892 5.892 5.860
S1 5.677 5.677 5.774 5.612
S2 5.547 5.547 5.743
S3 5.202 5.332 5.711
S4 4.857 4.987 5.616
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 6.108 5.505 0.603 10.4% 0.314 5.4% 50% True False 86,894
10 6.108 5.505 0.603 10.4% 0.279 4.8% 50% True False 66,404
20 6.108 4.897 1.211 20.9% 0.277 4.8% 75% True False 65,470
40 6.108 4.520 1.588 27.4% 0.257 4.4% 81% True False 43,657
60 6.300 4.520 1.780 30.7% 0.246 4.2% 72% False False 31,968
80 6.300 4.520 1.780 30.7% 0.236 4.1% 72% False False 25,166
100 6.300 4.520 1.780 30.7% 0.220 3.8% 72% False False 20,576
120 6.300 4.520 1.780 30.7% 0.208 3.6% 72% False False 17,402
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.063
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.574
2.618 7.011
1.618 6.666
1.000 6.453
0.618 6.321
HIGH 6.108
0.618 5.976
0.500 5.936
0.382 5.895
LOW 5.763
0.618 5.550
1.000 5.418
1.618 5.205
2.618 4.860
4.250 4.297
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 5.936 5.862
PP 5.892 5.843
S1 5.849 5.825

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

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