NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 5.160 5.184 0.024 0.5% 4.810
High 5.290 5.192 -0.098 -1.9% 5.290
Low 4.809 4.823 0.014 0.3% 4.673
Close 5.192 4.848 -0.344 -6.6% 5.192
Range 0.481 0.369 -0.112 -23.3% 0.617
ATR 0.251 0.260 0.008 3.3% 0.000
Volume 129,914 84,884 -45,030 -34.7% 360,580
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.061 5.824 5.051
R3 5.692 5.455 4.949
R2 5.323 5.323 4.916
R1 5.086 5.086 4.882 5.020
PP 4.954 4.954 4.954 4.922
S1 4.717 4.717 4.814 4.651
S2 4.585 4.585 4.780
S3 4.216 4.348 4.747
S4 3.847 3.979 4.645
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.903 6.664 5.531
R3 6.286 6.047 5.362
R2 5.669 5.669 5.305
R1 5.430 5.430 5.249 5.550
PP 5.052 5.052 5.052 5.111
S1 4.813 4.813 5.135 4.933
S2 4.435 4.435 5.079
S3 3.818 4.196 5.022
S4 3.201 3.579 4.853
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.290 4.673 0.617 12.7% 0.335 6.9% 28% False False 89,092
10 5.290 4.560 0.730 15.1% 0.283 5.8% 39% False False 80,834
20 5.448 4.560 0.888 18.3% 0.244 5.0% 32% False False 65,369
40 6.266 4.560 1.706 35.2% 0.242 5.0% 17% False False 46,692
60 6.266 4.560 1.706 35.2% 0.244 5.0% 17% False False 37,023
80 6.266 4.560 1.706 35.2% 0.215 4.4% 17% False False 30,098
100 6.266 4.560 1.706 35.2% 0.209 4.3% 17% False False 25,571
120 6.462 4.560 1.902 39.2% 0.199 4.1% 15% False False 22,208
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.057
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.760
2.618 6.158
1.618 5.789
1.000 5.561
0.618 5.420
HIGH 5.192
0.618 5.051
0.500 5.008
0.382 4.964
LOW 4.823
0.618 4.595
1.000 4.454
1.618 4.226
2.618 3.857
4.250 3.255
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 5.008 5.028
PP 4.954 4.968
S1 4.901 4.908

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

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