NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 6.080 6.000 -0.080 -1.3% 6.059
High 6.140 6.050 -0.090 -1.5% 6.266
Low 5.884 5.793 -0.091 -1.5% 5.793
Close 5.921 5.808 -0.113 -1.9% 5.808
Range 0.256 0.257 0.001 0.4% 0.473
ATR 0.238 0.239 0.001 0.6% 0.000
Volume 24,017 23,914 -103 -0.4% 118,366
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.655 6.488 5.949
R3 6.398 6.231 5.879
R2 6.141 6.141 5.855
R1 5.974 5.974 5.832 5.929
PP 5.884 5.884 5.884 5.861
S1 5.717 5.717 5.784 5.672
S2 5.627 5.627 5.761
S3 5.370 5.460 5.737
S4 5.113 5.203 5.667
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.375 7.064 6.068
R3 6.902 6.591 5.938
R2 6.429 6.429 5.895
R1 6.118 6.118 5.851 6.037
PP 5.956 5.956 5.956 5.915
S1 5.645 5.645 5.765 5.564
S2 5.483 5.483 5.721
S3 5.010 5.172 5.678
S4 4.537 4.699 5.548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.266 5.793 0.473 8.1% 0.221 3.8% 3% False True 23,673
10 6.266 5.606 0.660 11.4% 0.256 4.4% 31% False False 29,477
20 6.266 5.512 0.754 13.0% 0.242 4.2% 39% False False 26,599
40 6.266 4.677 1.589 27.4% 0.234 4.0% 71% False False 21,332
60 6.266 4.677 1.589 27.4% 0.206 3.5% 71% False False 17,105
80 6.266 4.677 1.589 27.4% 0.192 3.3% 71% False False 14,505
100 6.462 4.677 1.785 30.7% 0.187 3.2% 63% False False 12,647
120 6.462 4.677 1.785 30.7% 0.189 3.3% 63% False False 11,441
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.055
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7.142
2.618 6.723
1.618 6.466
1.000 6.307
0.618 6.209
HIGH 6.050
0.618 5.952
0.500 5.922
0.382 5.891
LOW 5.793
0.618 5.634
1.000 5.536
1.618 5.377
2.618 5.120
4.250 4.701
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 5.922 6.030
PP 5.884 5.956
S1 5.846 5.882

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

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