NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 4.459 4.651 0.192 4.3% 5.184
High 4.676 5.009 0.333 7.1% 5.192
Low 4.445 4.644 0.199 4.5% 4.432
Close 4.586 4.971 0.385 8.4% 4.586
Range 0.231 0.365 0.134 58.0% 0.760
ATR 0.252 0.264 0.012 4.9% 0.000
Volume 93,796 92,950 -846 -0.9% 545,743
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.970 5.835 5.172
R3 5.605 5.470 5.071
R2 5.240 5.240 5.038
R1 5.105 5.105 5.004 5.173
PP 4.875 4.875 4.875 4.908
S1 4.740 4.740 4.938 4.808
S2 4.510 4.510 4.904
S3 4.145 4.375 4.871
S4 3.780 4.010 4.770
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.017 6.561 5.004
R3 6.257 5.801 4.795
R2 5.497 5.497 4.725
R1 5.041 5.041 4.656 4.889
PP 4.737 4.737 4.737 4.661
S1 4.281 4.281 4.516 4.129
S2 3.977 3.977 4.447
S3 3.217 3.521 4.377
S4 2.457 2.761 4.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.009 4.432 0.577 11.6% 0.256 5.2% 93% True False 110,761
10 5.290 4.432 0.858 17.3% 0.296 5.9% 63% False False 99,927
20 5.290 4.432 0.858 17.3% 0.250 5.0% 63% False False 84,621
40 6.266 4.432 1.834 36.9% 0.248 5.0% 29% False False 56,922
60 6.266 4.432 1.834 36.9% 0.243 4.9% 29% False False 44,779
80 6.266 4.432 1.834 36.9% 0.223 4.5% 29% False False 36,532
100 6.266 4.432 1.834 36.9% 0.214 4.3% 29% False False 30,792
120 6.294 4.432 1.862 37.5% 0.202 4.1% 29% False False 26,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.056
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.560
2.618 5.965
1.618 5.600
1.000 5.374
0.618 5.235
HIGH 5.009
0.618 4.870
0.500 4.827
0.382 4.783
LOW 4.644
0.618 4.418
1.000 4.279
1.618 4.053
2.618 3.688
4.250 3.093
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 4.923 4.888
PP 4.875 4.804
S1 4.827 4.721

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

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