NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 4.726 4.810 0.084 1.8% 4.840
High 4.779 4.932 0.153 3.2% 5.084
Low 4.569 4.727 0.158 3.5% 4.560
Close 4.758 4.791 0.033 0.7% 4.758
Range 0.210 0.205 -0.005 -2.4% 0.524
ATR 0.222 0.221 -0.001 -0.6% 0.000
Volume 65,610 57,538 -8,072 -12.3% 362,877
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.432 5.316 4.904
R3 5.227 5.111 4.847
R2 5.022 5.022 4.829
R1 4.906 4.906 4.810 4.862
PP 4.817 4.817 4.817 4.794
S1 4.701 4.701 4.772 4.657
S2 4.612 4.612 4.753
S3 4.407 4.496 4.735
S4 4.202 4.291 4.678
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.373 6.089 5.046
R3 5.849 5.565 4.902
R2 5.325 5.325 4.854
R1 5.041 5.041 4.806 4.921
PP 4.801 4.801 4.801 4.741
S1 4.517 4.517 4.710 4.397
S2 4.277 4.277 4.662
S3 3.753 3.993 4.614
S4 3.229 3.469 4.470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.084 4.560 0.524 10.9% 0.223 4.7% 44% False False 67,425
10 5.084 4.560 0.524 10.9% 0.204 4.3% 44% False False 70,534
20 5.705 4.560 1.145 23.9% 0.218 4.6% 20% False False 51,065
40 6.266 4.560 1.706 35.6% 0.233 4.9% 14% False False 38,985
60 6.266 4.560 1.706 35.6% 0.230 4.8% 14% False False 31,381
80 6.266 4.560 1.706 35.6% 0.211 4.4% 14% False False 25,715
100 6.266 4.560 1.706 35.6% 0.200 4.2% 14% False False 21,948
120 6.462 4.560 1.902 39.7% 0.192 4.0% 12% False False 19,139
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 0.050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.803
2.618 5.469
1.618 5.264
1.000 5.137
0.618 5.059
HIGH 4.932
0.618 4.854
0.500 4.830
0.382 4.805
LOW 4.727
0.618 4.600
1.000 4.522
1.618 4.395
2.618 4.190
4.250 3.856
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 4.830 4.776
PP 4.817 4.761
S1 4.804 4.746

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

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