NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 5.005 4.920 -0.085 -1.7% 4.967
High 5.084 4.946 -0.138 -2.7% 5.049
Low 4.880 4.629 -0.251 -5.1% 4.674
Close 4.907 4.659 -0.248 -5.1% 4.798
Range 0.204 0.317 0.113 55.4% 0.375
ATR 0.219 0.226 0.007 3.2% 0.000
Volume 61,205 75,886 14,681 24.0% 330,287
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.696 5.494 4.833
R3 5.379 5.177 4.746
R2 5.062 5.062 4.717
R1 4.860 4.860 4.688 4.803
PP 4.745 4.745 4.745 4.716
S1 4.543 4.543 4.630 4.486
S2 4.428 4.428 4.601
S3 4.111 4.226 4.572
S4 3.794 3.909 4.485
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 4.629 0.455 9.8% 0.222 4.8% 7% False True 74,176
10 5.210 4.629 0.581 12.5% 0.209 4.5% 5% False True 62,296
20 6.140 4.629 1.511 32.4% 0.226 4.9% 2% False True 44,414
40 6.266 4.629 1.637 35.1% 0.232 5.0% 2% False True 35,151
60 6.266 4.629 1.637 35.1% 0.226 4.9% 2% False True 28,442
80 6.266 4.629 1.637 35.1% 0.210 4.5% 2% False True 23,479
100 6.266 4.629 1.637 35.1% 0.197 4.2% 2% False True 20,104
120 6.462 4.629 1.833 39.3% 0.194 4.2% 2% False True 17,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6.293
2.618 5.776
1.618 5.459
1.000 5.263
0.618 5.142
HIGH 4.946
0.618 4.825
0.500 4.788
0.382 4.750
LOW 4.629
0.618 4.433
1.000 4.312
1.618 4.116
2.618 3.799
4.250 3.282
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 4.788 4.857
PP 4.745 4.791
S1 4.702 4.725

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

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