NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 5.466 5.361 -0.105 -1.9% 5.750
High 5.619 5.448 -0.171 -3.0% 5.786
Low 5.300 5.155 -0.145 -2.7% 5.300
Close 5.390 5.162 -0.228 -4.2% 5.390
Range 0.319 0.293 -0.026 -8.2% 0.486
ATR 0.242 0.245 0.004 1.5% 0.000
Volume 25,614 30,003 4,389 17.1% 120,937
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.134 5.941 5.323
R3 5.841 5.648 5.243
R2 5.548 5.548 5.216
R1 5.355 5.355 5.189 5.305
PP 5.255 5.255 5.255 5.230
S1 5.062 5.062 5.135 5.012
S2 4.962 4.962 5.108
S3 4.669 4.769 5.081
S4 4.376 4.476 5.001
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.950 6.656 5.657
R3 6.464 6.170 5.524
R2 5.978 5.978 5.479
R1 5.684 5.684 5.435 5.588
PP 5.492 5.492 5.492 5.444
S1 5.198 5.198 5.345 5.102
S2 5.006 5.006 5.301
S3 4.520 4.712 5.256
S4 4.034 4.226 5.123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.705 5.155 0.550 10.7% 0.251 4.9% 1% False True 26,372
10 6.266 5.155 1.111 21.5% 0.241 4.7% 1% False True 24,632
20 6.266 5.155 1.111 21.5% 0.241 4.7% 1% False True 28,662
40 6.266 4.759 1.507 29.2% 0.247 4.8% 27% False False 23,182
60 6.266 4.677 1.589 30.8% 0.208 4.0% 31% False False 18,691
80 6.266 4.677 1.589 30.8% 0.204 3.9% 31% False False 15,916
100 6.462 4.677 1.785 34.6% 0.192 3.7% 27% False False 13,797
120 6.462 4.677 1.785 34.6% 0.191 3.7% 27% False False 12,373
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 0.053
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.693
2.618 6.215
1.618 5.922
1.000 5.741
0.618 5.629
HIGH 5.448
0.618 5.336
0.500 5.302
0.382 5.267
LOW 5.155
0.618 4.974
1.000 4.862
1.618 4.681
2.618 4.388
4.250 3.910
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 5.302 5.387
PP 5.255 5.312
S1 5.209 5.237

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

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