NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 5.595 5.487 -0.108 -1.9% 5.576
High 5.625 5.736 0.111 2.0% 5.804
Low 5.464 5.480 0.016 0.3% 5.354
Close 5.496 5.615 0.119 2.2% 5.691
Range 0.161 0.256 0.095 59.0% 0.450
ATR 0.277 0.275 -0.001 -0.5% 0.000
Volume 150,327 72,278 -78,049 -51.9% 651,055
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.378 6.253 5.756
R3 6.122 5.997 5.685
R2 5.866 5.866 5.662
R1 5.741 5.741 5.638 5.804
PP 5.610 5.610 5.610 5.642
S1 5.485 5.485 5.592 5.548
S2 5.354 5.354 5.568
S3 5.098 5.229 5.545
S4 4.842 4.973 5.474
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 5.444 0.360 6.4% 0.239 4.3% 48% False False 129,438
10 6.108 5.354 0.754 13.4% 0.263 4.7% 35% False False 125,479
20 6.108 5.354 0.754 13.4% 0.265 4.7% 35% False False 90,987
40 6.108 4.520 1.588 28.3% 0.271 4.8% 69% False False 67,779
60 6.108 4.520 1.588 28.3% 0.249 4.4% 69% False False 49,550
80 6.300 4.520 1.780 31.7% 0.242 4.3% 62% False False 38,709
100 6.300 4.520 1.780 31.7% 0.234 4.2% 62% False False 31,533
120 6.300 4.520 1.780 31.7% 0.216 3.8% 62% False False 26,598
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.063
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.824
2.618 6.406
1.618 6.150
1.000 5.992
0.618 5.894
HIGH 5.736
0.618 5.638
0.500 5.608
0.382 5.578
LOW 5.480
0.618 5.322
1.000 5.224
1.618 5.066
2.618 4.810
4.250 4.392
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 5.613 5.607
PP 5.610 5.598
S1 5.608 5.590

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

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