NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 5.696 5.420 -0.276 -4.8% 6.059
High 5.696 5.492 -0.204 -3.6% 6.266
Low 5.407 5.318 -0.089 -1.6% 5.793
Close 5.419 5.428 0.009 0.2% 5.808
Range 0.289 0.174 -0.115 -39.8% 0.473
ATR 0.241 0.236 -0.005 -2.0% 0.000
Volume 21,635 30,974 9,339 43.2% 118,366
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.935 5.855 5.524
R3 5.761 5.681 5.476
R2 5.587 5.587 5.460
R1 5.507 5.507 5.444 5.547
PP 5.413 5.413 5.413 5.433
S1 5.333 5.333 5.412 5.373
S2 5.239 5.239 5.396
S3 5.065 5.159 5.380
S4 4.891 4.985 5.332
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 6.050 5.318 0.732 13.5% 0.230 4.2% 15% False True 23,847
10 6.266 5.318 0.948 17.5% 0.238 4.4% 12% False True 23,465
20 6.266 5.318 0.948 17.5% 0.240 4.4% 12% False True 28,114
40 6.266 4.677 1.589 29.3% 0.242 4.5% 47% False False 22,636
60 6.266 4.677 1.589 29.3% 0.206 3.8% 47% False False 18,030
80 6.266 4.677 1.589 29.3% 0.198 3.6% 47% False False 15,397
100 6.462 4.677 1.785 32.9% 0.189 3.5% 42% False False 13,377
120 6.462 4.677 1.785 32.9% 0.189 3.5% 42% False False 12,039
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.043
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 6.232
2.618 5.948
1.618 5.774
1.000 5.666
0.618 5.600
HIGH 5.492
0.618 5.426
0.500 5.405
0.382 5.384
LOW 5.318
0.618 5.210
1.000 5.144
1.618 5.036
2.618 4.862
4.250 4.579
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 5.420 5.512
PP 5.413 5.484
S1 5.405 5.456

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

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