NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 4.813 4.777 -0.036 -0.7% 4.840
High 4.880 5.178 0.298 6.1% 5.084
Low 4.673 4.765 0.092 2.0% 4.560
Close 4.766 5.163 0.397 8.3% 4.758
Range 0.207 0.413 0.206 99.5% 0.524
ATR 0.220 0.234 0.014 6.3% 0.000
Volume 74,831 98,297 23,466 31.4% 362,877
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.274 6.132 5.390
R3 5.861 5.719 5.277
R2 5.448 5.448 5.239
R1 5.306 5.306 5.201 5.377
PP 5.035 5.035 5.035 5.071
S1 4.893 4.893 5.125 4.964
S2 4.622 4.622 5.087
S3 4.209 4.480 5.049
S4 3.796 4.067 4.936
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 5.178 4.560 0.618 12.0% 0.243 4.7% 98% True False 74,632
10 5.178 4.560 0.618 12.0% 0.233 4.5% 98% True False 74,404
20 5.619 4.560 1.059 20.5% 0.226 4.4% 57% False False 57,458
40 6.266 4.560 1.706 33.0% 0.236 4.6% 35% False False 42,425
60 6.266 4.560 1.706 33.0% 0.235 4.6% 35% False False 33,911
80 6.266 4.560 1.706 33.0% 0.210 4.1% 35% False False 27,614
100 6.266 4.560 1.706 33.0% 0.202 3.9% 35% False False 23,555
120 6.462 4.560 1.902 36.8% 0.195 3.8% 32% False False 20,491
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 False
Bear Hook False
Bull Hook False
Stretch 0.053
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 6.933
2.618 6.259
1.618 5.846
1.000 5.591
0.618 5.433
HIGH 5.178
0.618 5.020
0.500 4.972
0.382 4.923
LOW 4.765
0.618 4.510
1.000 4.352
1.618 4.097
2.618 3.684
4.250 3.010
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 5.099 5.084
PP 5.035 5.005
S1 4.972 4.926

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

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