NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 6.000 5.750 -0.250 -4.2% 6.059
High 6.050 5.786 -0.264 -4.4% 6.266
Low 5.793 5.539 -0.254 -4.4% 5.793
Close 5.808 5.554 -0.254 -4.4% 5.808
Range 0.257 0.247 -0.010 -3.9% 0.473
ATR 0.239 0.241 0.002 0.9% 0.000
Volume 23,914 19,079 -4,835 -20.2% 118,366
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.367 6.208 5.690
R3 6.120 5.961 5.622
R2 5.873 5.873 5.599
R1 5.714 5.714 5.577 5.670
PP 5.626 5.626 5.626 5.605
S1 5.467 5.467 5.531 5.423
S2 5.379 5.379 5.509
S3 5.132 5.220 5.486
S4 4.885 4.973 5.418
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 5.539 0.727 13.1% 0.230 4.1% 2% False True 22,893
10 6.266 5.539 0.727 13.1% 0.260 4.7% 2% False True 27,254
20 6.266 5.512 0.754 13.6% 0.247 4.5% 6% False False 26,904
40 6.266 4.677 1.589 28.6% 0.236 4.2% 55% False False 21,539
60 6.266 4.677 1.589 28.6% 0.208 3.7% 55% False False 17,264
80 6.266 4.677 1.589 28.6% 0.195 3.5% 55% False False 14,669
100 6.462 4.677 1.785 32.1% 0.187 3.4% 49% False False 12,754
120 6.462 4.677 1.785 32.1% 0.189 3.4% 49% False False 11,552
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 0.056
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.836
2.618 6.433
1.618 6.186
1.000 6.033
0.618 5.939
HIGH 5.786
0.618 5.692
0.500 5.663
0.382 5.633
LOW 5.539
0.618 5.386
1.000 5.292
1.618 5.139
2.618 4.892
4.250 4.489
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 5.663 5.840
PP 5.626 5.744
S1 5.590 5.649

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

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