NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 5.827 5.576 -0.251 -4.3% 5.705
High 5.853 5.625 -0.228 -3.9% 6.108
Low 5.621 5.371 -0.250 -4.4% 5.615
Close 5.749 5.454 -0.295 -5.1% 5.749
Range 0.232 0.254 0.022 9.5% 0.493
ATR 0.284 0.291 0.007 2.4% 0.000
Volume 135,113 101,153 -33,960 -25.1% 513,483
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.245 6.104 5.594
R3 5.991 5.850 5.524
R2 5.737 5.737 5.501
R1 5.596 5.596 5.477 5.540
PP 5.483 5.483 5.483 5.455
S1 5.342 5.342 5.431 5.286
S2 5.229 5.229 5.407
S3 4.975 5.088 5.384
S4 4.721 4.834 5.314
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.303 7.019 6.020
R3 6.810 6.526 5.885
R2 6.317 6.317 5.839
R1 6.033 6.033 5.794 6.175
PP 5.824 5.824 5.824 5.895
S1 5.540 5.540 5.704 5.682
S2 5.331 5.331 5.659
S3 4.838 5.047 5.613
S4 4.345 4.554 5.478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.108 5.371 0.737 13.5% 0.300 5.5% 11% False True 111,045
10 6.108 5.371 0.737 13.5% 0.271 5.0% 11% False True 80,645
20 6.108 5.197 0.911 16.7% 0.260 4.8% 28% False False 70,996
40 6.108 4.520 1.588 29.1% 0.262 4.8% 59% False False 48,728
60 6.300 4.520 1.780 32.6% 0.244 4.5% 52% False False 35,672
80 6.300 4.520 1.780 32.6% 0.236 4.3% 52% False False 28,021
100 6.300 4.520 1.780 32.6% 0.223 4.1% 52% False False 22,909
120 6.300 4.520 1.780 32.6% 0.210 3.9% 52% False False 19,355
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 0.054
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.705
2.618 6.290
1.618 6.036
1.000 5.879
0.618 5.782
HIGH 5.625
0.618 5.528
0.500 5.498
0.382 5.468
LOW 5.371
0.618 5.214
1.000 5.117
1.618 4.960
2.618 4.706
4.250 4.292
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 5.498 5.740
PP 5.483 5.644
S1 5.469 5.549

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

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