NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 5.754 5.587 -0.167 -2.9% 5.576
High 5.804 5.732 -0.072 -1.2% 5.804
Low 5.483 5.519 0.036 0.7% 5.354
Close 5.588 5.691 0.103 1.8% 5.691
Range 0.321 0.213 -0.108 -33.6% 0.450
ATR 0.295 0.289 -0.006 -2.0% 0.000
Volume 158,387 160,793 2,406 1.5% 651,055
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.286 6.202 5.808
R3 6.073 5.989 5.750
R2 5.860 5.860 5.730
R1 5.776 5.776 5.711 5.818
PP 5.647 5.647 5.647 5.669
S1 5.563 5.563 5.671 5.605
S2 5.434 5.434 5.652
S3 5.221 5.350 5.632
S4 5.008 5.137 5.574
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.966 6.779 5.939
R3 6.516 6.329 5.815
R2 6.066 6.066 5.774
R1 5.879 5.879 5.732 5.973
PP 5.616 5.616 5.616 5.663
S1 5.429 5.429 5.650 5.523
S2 5.166 5.166 5.609
S3 4.716 4.979 5.567
S4 4.266 4.529 5.444
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.804 5.354 0.450 7.9% 0.278 4.9% 75% False False 130,211
10 6.108 5.354 0.754 13.2% 0.283 5.0% 45% False False 116,453
20 6.108 5.354 0.754 13.2% 0.278 4.9% 45% False False 86,428
40 6.108 4.520 1.588 27.9% 0.272 4.8% 74% False False 60,820
60 6.300 4.520 1.780 31.3% 0.249 4.4% 66% False False 44,475
80 6.300 4.520 1.780 31.3% 0.240 4.2% 66% False False 34,740
100 6.300 4.520 1.780 31.3% 0.230 4.0% 66% False False 28,325
120 6.300 4.520 1.780 31.3% 0.214 3.8% 66% False False 23,901
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.061
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.637
2.618 6.290
1.618 6.077
1.000 5.945
0.618 5.864
HIGH 5.732
0.618 5.651
0.500 5.626
0.382 5.600
LOW 5.519
0.618 5.387
1.000 5.306
1.618 5.174
2.618 4.961
4.250 4.614
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 5.669 5.667
PP 5.647 5.642
S1 5.626 5.618

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

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