NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 4.840 5.005 0.165 3.4% 4.967
High 5.024 5.084 0.060 1.2% 5.049
Low 4.779 4.880 0.101 2.1% 4.674
Close 4.991 4.907 -0.084 -1.7% 4.798
Range 0.245 0.204 -0.041 -16.7% 0.375
ATR 0.221 0.219 -0.001 -0.5% 0.000
Volume 83,289 61,205 -22,084 -26.5% 330,287
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.569 5.442 5.019
R3 5.365 5.238 4.963
R2 5.161 5.161 4.944
R1 5.034 5.034 4.926 4.996
PP 4.957 4.957 4.957 4.938
S1 4.830 4.830 4.888 4.792
S2 4.753 4.753 4.870
S3 4.549 4.626 4.851
S4 4.345 4.422 4.795
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 5.084 4.674 0.410 8.4% 0.185 3.8% 57% True False 75,955
10 5.300 4.674 0.626 12.8% 0.202 4.1% 37% False False 57,971
20 6.266 4.674 1.592 32.4% 0.221 4.5% 15% False False 42,097
40 6.266 4.674 1.592 32.4% 0.229 4.7% 15% False False 33,626
60 6.266 4.674 1.592 32.4% 0.223 4.5% 15% False False 27,337
80 6.266 4.674 1.592 32.4% 0.208 4.2% 15% False False 22,585
100 6.266 4.674 1.592 32.4% 0.195 4.0% 15% False False 19,375
120 6.462 4.674 1.788 36.4% 0.192 3.9% 13% False False 17,067
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 True
Bear Hook False
Bull Hook False
Stretch 0.050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.951
2.618 5.618
1.618 5.414
1.000 5.288
0.618 5.210
HIGH 5.084
0.618 5.006
0.500 4.982
0.382 4.958
LOW 4.880
0.618 4.754
1.000 4.676
1.618 4.550
2.618 4.346
4.250 4.013
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 4.982 4.898
PP 4.957 4.888
S1 4.932 4.879

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

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