NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 4.900 5.260 0.360 7.3% 4.651
High 5.347 5.375 0.028 0.5% 5.375
Low 4.837 5.121 0.284 5.9% 4.644
Close 5.298 5.163 -0.135 -2.5% 5.163
Range 0.510 0.254 -0.256 -50.2% 0.731
ATR 0.283 0.281 -0.002 -0.7% 0.000
Volume 157,380 202,919 45,539 28.9% 804,256
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.982 5.826 5.303
R3 5.728 5.572 5.233
R2 5.474 5.474 5.210
R1 5.318 5.318 5.186 5.269
PP 5.220 5.220 5.220 5.195
S1 5.064 5.064 5.140 5.015
S2 4.966 4.966 5.116
S3 4.712 4.810 5.093
S4 4.458 4.556 5.023
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.254 6.939 5.565
R3 6.523 6.208 5.364
R2 5.792 5.792 5.297
R1 5.477 5.477 5.230 5.635
PP 5.061 5.061 5.061 5.139
S1 4.746 4.746 5.096 4.904
S2 4.330 4.330 5.029
S3 3.599 4.015 4.962
S4 2.868 3.284 4.761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.375 4.644 0.731 14.2% 0.335 6.5% 71% True False 160,851
10 5.375 4.432 0.943 18.3% 0.296 5.7% 78% True False 134,999
20 5.375 4.432 0.943 18.3% 0.280 5.4% 78% True False 107,714
40 6.266 4.432 1.834 35.5% 0.254 4.9% 40% False False 70,819
60 6.266 4.432 1.834 35.5% 0.246 4.8% 40% False False 55,275
80 6.266 4.432 1.834 35.5% 0.234 4.5% 40% False False 44,920
100 6.266 4.432 1.834 35.5% 0.221 4.3% 40% False False 37,575
120 6.266 4.432 1.834 35.5% 0.207 4.0% 40% False False 32,321
Crabel Price Patterns
NR True
NR4 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 6.455
2.618 6.040
1.618 5.786
1.000 5.629
0.618 5.532
HIGH 5.375
0.618 5.278
0.500 5.248
0.382 5.218
LOW 5.121
0.618 4.964
1.000 4.867
1.618 4.710
2.618 4.456
4.250 4.042
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 5.248 5.144
PP 5.220 5.125
S1 5.191 5.106

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

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