NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 5.713 5.778 0.065 1.1% 5.960
High 5.817 6.086 0.269 4.6% 6.157
Low 5.606 5.698 0.092 1.6% 5.606
Close 5.731 6.019 0.288 5.0% 6.019
Range 0.211 0.388 0.177 83.9% 0.551
ATR 0.234 0.245 0.011 4.7% 0.000
Volume 27,389 20,967 -6,422 -23.4% 176,413
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.098 6.947 6.232
R3 6.710 6.559 6.126
R2 6.322 6.322 6.090
R1 6.171 6.171 6.055 6.247
PP 5.934 5.934 5.934 5.972
S1 5.783 5.783 5.983 5.859
S2 5.546 5.546 5.948
S3 5.158 5.395 5.912
S4 4.770 5.007 5.806
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.580 7.351 6.322
R3 7.029 6.800 6.171
R2 6.478 6.478 6.120
R1 6.249 6.249 6.070 6.364
PP 5.927 5.927 5.927 5.985
S1 5.698 5.698 5.968 5.813
S2 5.376 5.376 5.918
S3 4.825 5.147 5.867
S4 4.274 4.596 5.716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.157 5.606 0.551 9.2% 0.290 4.8% 75% False False 35,282
10 6.157 5.606 0.551 9.2% 0.249 4.1% 75% False False 32,103
20 6.157 5.369 0.788 13.1% 0.237 3.9% 82% False False 24,415
40 6.157 4.677 1.480 24.6% 0.221 3.7% 91% False False 19,426
60 6.157 4.677 1.480 24.6% 0.201 3.3% 91% False False 15,624
80 6.157 4.677 1.480 24.6% 0.187 3.1% 91% False False 13,264
100 6.462 4.677 1.785 29.7% 0.188 3.1% 75% False False 11,754
120 6.462 4.677 1.785 29.7% 0.186 3.1% 75% False False 10,635
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.061
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.735
2.618 7.102
1.618 6.714
1.000 6.474
0.618 6.326
HIGH 6.086
0.618 5.938
0.500 5.892
0.382 5.846
LOW 5.698
0.618 5.458
1.000 5.310
1.618 5.070
2.618 4.682
4.250 4.049
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 5.977 5.961
PP 5.934 5.904
S1 5.892 5.846

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

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