NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 4.969 5.095 0.126 2.5% 5.184
High 5.152 5.230 0.078 1.5% 5.192
Low 4.969 4.867 -0.102 -2.1% 4.432
Close 5.114 4.898 -0.216 -4.2% 4.586
Range 0.183 0.363 0.180 98.4% 0.760
ATR 0.258 0.266 0.007 2.9% 0.000
Volume 171,970 179,037 7,067 4.1% 545,743
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.087 5.856 5.098
R3 5.724 5.493 4.998
R2 5.361 5.361 4.965
R1 5.130 5.130 4.931 5.064
PP 4.998 4.998 4.998 4.966
S1 4.767 4.767 4.865 4.701
S2 4.635 4.635 4.831
S3 4.272 4.404 4.798
S4 3.909 4.041 4.698
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 5.230 4.432 0.798 16.3% 0.263 5.4% 58% True False 130,756
10 5.290 4.432 0.858 17.5% 0.309 6.3% 54% False False 121,791
20 5.290 4.432 0.858 17.5% 0.257 5.2% 54% False False 97,422
40 6.266 4.432 1.834 37.4% 0.246 5.0% 25% False False 63,768
60 6.266 4.432 1.834 37.4% 0.244 5.0% 25% False False 50,033
80 6.266 4.432 1.834 37.4% 0.227 4.6% 25% False False 40,648
100 6.266 4.432 1.834 37.4% 0.216 4.4% 25% False False 34,113
120 6.266 4.432 1.834 37.4% 0.203 4.1% 25% False False 29,407
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.054
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.773
2.618 6.180
1.618 5.817
1.000 5.593
0.618 5.454
HIGH 5.230
0.618 5.091
0.500 5.049
0.382 5.006
LOW 4.867
0.618 4.643
1.000 4.504
1.618 4.280
2.618 3.917
4.250 3.324
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 5.049 4.937
PP 4.998 4.924
S1 4.948 4.911

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

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