NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 5.390 5.520 0.130 2.4% 5.126
High 5.600 5.559 -0.041 -0.7% 5.666
Low 5.369 5.369 0.000 0.0% 5.048
Close 5.568 5.381 -0.187 -3.4% 5.568
Range 0.231 0.190 -0.041 -17.7% 0.618
ATR 0.219 0.218 -0.001 -0.7% 0.000
Volume 16,446 14,207 -2,239 -13.6% 97,989
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.006 5.884 5.486
R3 5.816 5.694 5.433
R2 5.626 5.626 5.416
R1 5.504 5.504 5.398 5.470
PP 5.436 5.436 5.436 5.420
S1 5.314 5.314 5.364 5.280
S2 5.246 5.246 5.346
S3 5.056 5.124 5.329
S4 4.866 4.934 5.277
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.281 7.043 5.908
R3 6.663 6.425 5.738
R2 6.045 6.045 5.681
R1 5.807 5.807 5.625 5.926
PP 5.427 5.427 5.427 5.487
S1 5.189 5.189 5.511 5.308
S2 4.809 4.809 5.455
S3 4.191 4.571 5.398
S4 3.573 3.953 5.228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.666 5.200 0.466 8.7% 0.258 4.8% 39% False False 18,604
10 5.666 4.759 0.907 16.9% 0.274 5.1% 69% False False 18,390
20 5.666 4.677 0.989 18.4% 0.210 3.9% 71% False False 14,673
40 6.127 4.677 1.450 26.9% 0.184 3.4% 49% False False 11,349
60 6.127 4.677 1.450 26.9% 0.171 3.2% 49% False False 9,728
80 6.462 4.677 1.785 33.2% 0.175 3.3% 39% False False 8,708
100 6.462 4.677 1.785 33.2% 0.177 3.3% 39% False False 7,978
120 6.462 4.677 1.785 33.2% 0.165 3.1% 39% False False 7,380
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.073
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.367
2.618 6.056
1.618 5.866
1.000 5.749
0.618 5.676
HIGH 5.559
0.618 5.486
0.500 5.464
0.382 5.442
LOW 5.369
0.618 5.252
1.000 5.179
1.618 5.062
2.618 4.872
4.250 4.562
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 5.464 5.508
PP 5.436 5.466
S1 5.409 5.423

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

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