NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 5.637 5.842 0.205 3.6% 5.945
High 5.819 6.050 0.231 4.0% 6.021
Low 5.512 5.780 0.268 4.9% 5.512
Close 5.816 5.995 0.179 3.1% 5.816
Range 0.307 0.270 -0.037 -12.1% 0.509
ATR 0.230 0.232 0.003 1.3% 0.000
Volume 27,566 17,083 -10,483 -38.0% 92,584
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.752 6.643 6.144
R3 6.482 6.373 6.069
R2 6.212 6.212 6.045
R1 6.103 6.103 6.020 6.158
PP 5.942 5.942 5.942 5.969
S1 5.833 5.833 5.970 5.888
S2 5.672 5.672 5.946
S3 5.402 5.563 5.921
S4 5.132 5.293 5.847
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.310 7.072 6.096
R3 6.801 6.563 5.956
R2 6.292 6.292 5.909
R1 6.054 6.054 5.863 5.919
PP 5.783 5.783 5.783 5.715
S1 5.545 5.545 5.769 5.410
S2 5.274 5.274 5.723
S3 4.765 5.036 5.676
S4 4.256 4.527 5.536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.050 5.512 0.538 9.0% 0.275 4.6% 90% True False 19,339
10 6.050 5.369 0.681 11.4% 0.232 3.9% 92% True False 17,015
20 6.050 4.759 1.291 21.5% 0.253 4.2% 96% True False 17,702
40 6.050 4.677 1.373 22.9% 0.192 3.2% 96% True False 13,706
60 6.127 4.677 1.450 24.2% 0.191 3.2% 91% False False 11,668
80 6.462 4.677 1.785 29.8% 0.179 3.0% 74% False False 10,081
100 6.462 4.677 1.785 29.8% 0.181 3.0% 74% False False 9,115
120 6.462 4.677 1.785 29.8% 0.175 2.9% 74% False False 8,466
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.052
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.198
2.618 6.757
1.618 6.487
1.000 6.320
0.618 6.217
HIGH 6.050
0.618 5.947
0.500 5.915
0.382 5.883
LOW 5.780
0.618 5.613
1.000 5.510
1.618 5.343
2.618 5.073
4.250 4.633
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 5.968 5.924
PP 5.942 5.852
S1 5.915 5.781

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

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