NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 5.184 4.820 -0.364 -7.0% 4.810
High 5.192 4.891 -0.301 -5.8% 5.290
Low 4.823 4.659 -0.164 -3.4% 4.673
Close 4.848 4.762 -0.086 -1.8% 5.192
Range 0.369 0.232 -0.137 -37.1% 0.617
ATR 0.260 0.258 -0.002 -0.8% 0.000
Volume 84,884 122,148 37,264 43.9% 360,580
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.467 5.346 4.890
R3 5.235 5.114 4.826
R2 5.003 5.003 4.805
R1 4.882 4.882 4.783 4.827
PP 4.771 4.771 4.771 4.743
S1 4.650 4.650 4.741 4.595
S2 4.539 4.539 4.719
S3 4.307 4.418 4.698
S4 4.075 4.186 4.634
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 4.659 0.631 13.3% 0.340 7.1% 16% False True 102,014
10 5.290 4.560 0.730 15.3% 0.282 5.9% 28% False False 84,720
20 5.300 4.560 0.740 15.5% 0.240 5.0% 27% False False 69,976
40 6.266 4.560 1.706 35.8% 0.241 5.1% 12% False False 49,319
60 6.266 4.560 1.706 35.8% 0.245 5.1% 12% False False 38,780
80 6.266 4.560 1.706 35.8% 0.216 4.5% 12% False False 31,512
100 6.266 4.560 1.706 35.8% 0.211 4.4% 12% False False 26,728
120 6.462 4.560 1.902 39.9% 0.200 4.2% 11% False False 23,160
Crabel Price Patterns
NR True
NR4 True
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 0.058
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.877
2.618 5.498
1.618 5.266
1.000 5.123
0.618 5.034
HIGH 4.891
0.618 4.802
0.500 4.775
0.382 4.748
LOW 4.659
0.618 4.516
1.000 4.427
1.618 4.284
2.618 4.052
4.250 3.673
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 4.775 4.975
PP 4.771 4.904
S1 4.766 4.833

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

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