NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 5.890 5.945 0.055 0.9% 5.520
High 5.958 5.947 -0.011 -0.2% 5.958
Low 5.776 5.800 0.024 0.4% 5.369
Close 5.924 5.859 -0.065 -1.1% 5.924
Range 0.182 0.147 -0.035 -19.2% 0.589
ATR 0.215 0.210 -0.005 -2.2% 0.000
Volume 15,704 12,971 -2,733 -17.4% 74,696
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.310 6.231 5.940
R3 6.163 6.084 5.899
R2 6.016 6.016 5.886
R1 5.937 5.937 5.872 5.903
PP 5.869 5.869 5.869 5.852
S1 5.790 5.790 5.846 5.756
S2 5.722 5.722 5.832
S3 5.575 5.643 5.819
S4 5.428 5.496 5.778
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.517 7.310 6.248
R3 6.928 6.721 6.086
R2 6.339 6.339 6.032
R1 6.132 6.132 5.978 6.236
PP 5.750 5.750 5.750 5.802
S1 5.543 5.543 5.870 5.647
S2 5.161 5.161 5.816
S3 4.572 4.954 5.762
S4 3.983 4.365 5.600
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.958 5.369 0.589 10.1% 0.189 3.2% 83% False False 14,692
10 5.958 5.200 0.758 12.9% 0.223 3.8% 87% False False 16,648
20 5.958 4.677 1.281 21.9% 0.224 3.8% 92% False False 16,174
40 6.127 4.677 1.450 24.7% 0.188 3.2% 82% False False 12,444
60 6.127 4.677 1.450 24.7% 0.178 3.0% 82% False False 10,591
80 6.462 4.677 1.785 30.5% 0.172 2.9% 66% False False 9,216
100 6.462 4.677 1.785 30.5% 0.177 3.0% 66% False False 8,482
120 6.462 4.677 1.785 30.5% 0.169 2.9% 66% False False 7,816
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 0.043
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6.572
2.618 6.332
1.618 6.185
1.000 6.094
0.618 6.038
HIGH 5.947
0.618 5.891
0.500 5.874
0.382 5.856
LOW 5.800
0.618 5.709
1.000 5.653
1.618 5.562
2.618 5.415
4.250 5.175
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 5.874 5.840
PP 5.869 5.820
S1 5.864 5.801

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

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