NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 4.770 4.840 0.070 1.5% 4.967
High 4.847 5.024 0.177 3.7% 5.049
Low 4.674 4.779 0.105 2.2% 4.674
Close 4.798 4.991 0.193 4.0% 4.798
Range 0.173 0.245 0.072 41.6% 0.375
ATR 0.219 0.221 0.002 0.9% 0.000
Volume 80,826 83,289 2,463 3.0% 330,287
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.666 5.574 5.126
R3 5.421 5.329 5.058
R2 5.176 5.176 5.036
R1 5.084 5.084 5.013 5.130
PP 4.931 4.931 4.931 4.955
S1 4.839 4.839 4.969 4.885
S2 4.686 4.686 4.946
S3 4.441 4.594 4.924
S4 4.196 4.349 4.856
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.965 5.757 5.004
R3 5.590 5.382 4.901
R2 5.215 5.215 4.867
R1 5.007 5.007 4.832 4.924
PP 4.840 4.840 4.840 4.799
S1 4.632 4.632 4.764 4.549
S2 4.465 4.465 4.729
S3 4.090 4.257 4.695
S4 3.715 3.882 4.592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.035 4.674 0.361 7.2% 0.185 3.7% 88% False False 73,644
10 5.300 4.674 0.626 12.5% 0.199 4.0% 51% False False 55,232
20 6.266 4.674 1.592 31.9% 0.220 4.4% 20% False False 39,932
40 6.266 4.674 1.592 31.9% 0.229 4.6% 20% False False 32,393
60 6.266 4.674 1.592 31.9% 0.222 4.5% 20% False False 26,486
80 6.266 4.674 1.592 31.9% 0.206 4.1% 20% False False 21,871
100 6.266 4.674 1.592 31.9% 0.194 3.9% 20% False False 18,794
120 6.462 4.674 1.788 35.8% 0.193 3.9% 18% False False 16,603
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 0.048
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.065
2.618 5.665
1.618 5.420
1.000 5.269
0.618 5.175
HIGH 5.024
0.618 4.930
0.500 4.902
0.382 4.873
LOW 4.779
0.618 4.628
1.000 4.534
1.618 4.383
2.618 4.138
4.250 3.738
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 4.961 4.944
PP 4.931 4.896
S1 4.902 4.849

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

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