NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 4.682 4.548 -0.134 -2.9% 4.810
High 4.792 4.605 -0.187 -3.9% 5.290
Low 4.511 4.432 -0.079 -1.8% 4.673
Close 4.530 4.459 -0.071 -1.6% 5.192
Range 0.281 0.173 -0.108 -38.4% 0.617
ATR 0.259 0.253 -0.006 -2.4% 0.000
Volume 128,887 116,028 -12,859 -10.0% 360,580
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.018 4.911 4.554
R3 4.845 4.738 4.507
R2 4.672 4.672 4.491
R1 4.565 4.565 4.475 4.532
PP 4.499 4.499 4.499 4.482
S1 4.392 4.392 4.443 4.359
S2 4.326 4.326 4.427
S3 4.153 4.219 4.411
S4 3.980 4.046 4.364
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 4.432 0.858 19.2% 0.307 6.9% 3% False True 116,372
10 5.290 4.432 0.858 19.2% 0.275 6.2% 3% False True 95,502
20 5.290 4.432 0.858 19.2% 0.242 5.4% 3% False True 78,899
40 6.266 4.432 1.834 41.1% 0.242 5.4% 1% False True 54,084
60 6.266 4.432 1.834 41.1% 0.247 5.5% 1% False True 42,314
80 6.266 4.432 1.834 41.1% 0.219 4.9% 1% False True 34,415
100 6.266 4.432 1.834 41.1% 0.213 4.8% 1% False True 29,069
120 6.379 4.432 1.947 43.7% 0.199 4.5% 1% False True 25,102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.064
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.340
2.618 5.058
1.618 4.885
1.000 4.778
0.618 4.712
HIGH 4.605
0.618 4.539
0.500 4.519
0.382 4.498
LOW 4.432
0.618 4.325
1.000 4.259
1.618 4.152
2.618 3.979
4.250 3.697
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 4.519 4.662
PP 4.499 4.594
S1 4.479 4.527

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

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