NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 5.361 5.156 -0.205 -3.8% 5.750
High 5.448 5.266 -0.182 -3.3% 5.786
Low 5.155 5.093 -0.062 -1.2% 5.300
Close 5.162 5.248 0.086 1.7% 5.390
Range 0.293 0.173 -0.120 -41.0% 0.486
ATR 0.245 0.240 -0.005 -2.1% 0.000
Volume 30,003 33,817 3,814 12.7% 120,937
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.721 5.658 5.343
R3 5.548 5.485 5.296
R2 5.375 5.375 5.280
R1 5.312 5.312 5.264 5.344
PP 5.202 5.202 5.202 5.218
S1 5.139 5.139 5.232 5.171
S2 5.029 5.029 5.216
S3 4.856 4.966 5.200
S4 4.683 4.793 5.153
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 5.696 5.093 0.603 11.5% 0.250 4.8% 26% False True 28,408
10 6.266 5.093 1.173 22.4% 0.240 4.6% 13% False True 26,224
20 6.266 5.093 1.173 22.4% 0.238 4.5% 13% False True 28,995
40 6.266 4.842 1.424 27.1% 0.246 4.7% 29% False False 23,553
60 6.266 4.677 1.589 30.3% 0.209 4.0% 36% False False 19,164
80 6.266 4.677 1.589 30.3% 0.205 3.9% 36% False False 16,280
100 6.462 4.677 1.785 34.0% 0.191 3.6% 32% False False 14,083
120 6.462 4.677 1.785 34.0% 0.191 3.6% 32% False False 12,605
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 0.059
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 6.001
2.618 5.719
1.618 5.546
1.000 5.439
0.618 5.373
HIGH 5.266
0.618 5.200
0.500 5.180
0.382 5.159
LOW 5.093
0.618 4.986
1.000 4.920
1.618 4.813
2.618 4.640
4.250 4.358
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 5.225 5.356
PP 5.202 5.320
S1 5.180 5.284

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

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