NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 5.960 6.082 0.122 2.0% 5.842
High 6.135 6.157 0.022 0.4% 6.100
Low 5.931 5.756 -0.175 -3.0% 5.780
Close 6.070 5.818 -0.252 -4.2% 5.907
Range 0.204 0.401 0.197 96.6% 0.320
ATR 0.222 0.235 0.013 5.7% 0.000
Volume 41,309 35,863 -5,446 -13.2% 144,617
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.113 6.867 6.039
R3 6.712 6.466 5.928
R2 6.311 6.311 5.892
R1 6.065 6.065 5.855 5.988
PP 5.910 5.910 5.910 5.872
S1 5.664 5.664 5.781 5.587
S2 5.509 5.509 5.744
S3 5.108 5.263 5.708
S4 4.707 4.862 5.597
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.889 6.718 6.083
R3 6.569 6.398 5.995
R2 6.249 6.249 5.966
R1 6.078 6.078 5.936 6.164
PP 5.929 5.929 5.929 5.972
S1 5.758 5.758 5.878 5.844
S2 5.609 5.609 5.848
S3 5.289 5.438 5.819
S4 4.969 5.118 5.731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.157 5.756 0.401 6.9% 0.225 3.9% 15% True True 35,509
10 6.157 5.512 0.645 11.1% 0.242 4.2% 47% True False 28,797
20 6.157 5.255 0.902 15.5% 0.239 4.1% 62% True False 22,562
40 6.157 4.677 1.480 25.4% 0.208 3.6% 77% True False 17,528
60 6.157 4.677 1.480 25.4% 0.196 3.4% 77% True False 14,343
80 6.157 4.677 1.480 25.4% 0.181 3.1% 77% True False 12,227
100 6.462 4.677 1.785 30.7% 0.185 3.2% 64% False False 10,853
120 6.462 4.677 1.785 30.7% 0.181 3.1% 64% False False 9,932
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.055
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 7.861
2.618 7.207
1.618 6.806
1.000 6.558
0.618 6.405
HIGH 6.157
0.618 6.004
0.500 5.957
0.382 5.909
LOW 5.756
0.618 5.508
1.000 5.355
1.618 5.107
2.618 4.706
4.250 4.052
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 5.957 5.957
PP 5.910 5.910
S1 5.864 5.864

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

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