NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 5.260 5.235 -0.025 -0.5% 4.651
High 5.375 5.409 0.034 0.6% 5.375
Low 5.121 5.191 0.070 1.4% 4.644
Close 5.163 5.332 0.169 3.3% 5.163
Range 0.254 0.218 -0.036 -14.2% 0.731
ATR 0.281 0.279 -0.003 -0.9% 0.000
Volume 202,919 140,013 -62,906 -31.0% 804,256
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.965 5.866 5.452
R3 5.747 5.648 5.392
R2 5.529 5.529 5.372
R1 5.430 5.430 5.352 5.480
PP 5.311 5.311 5.311 5.335
S1 5.212 5.212 5.312 5.262
S2 5.093 5.093 5.292
S3 4.875 4.994 5.272
S4 4.657 4.776 5.212
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 5.409 4.837 0.572 10.7% 0.306 5.7% 87% True False 170,263
10 5.409 4.432 0.977 18.3% 0.281 5.3% 92% True False 140,512
20 5.409 4.432 0.977 18.3% 0.282 5.3% 92% True False 110,673
40 6.266 4.432 1.834 34.4% 0.250 4.7% 49% False False 73,795
60 6.266 4.432 1.834 34.4% 0.245 4.6% 49% False False 57,335
80 6.266 4.432 1.834 34.4% 0.235 4.4% 49% False False 46,611
100 6.266 4.432 1.834 34.4% 0.220 4.1% 49% False False 38,892
120 6.266 4.432 1.834 34.4% 0.208 3.9% 49% False False 33,441
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 0.062
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.336
2.618 5.980
1.618 5.762
1.000 5.627
0.618 5.544
HIGH 5.409
0.618 5.326
0.500 5.300
0.382 5.274
LOW 5.191
0.618 5.056
1.000 4.973
1.618 4.838
2.618 4.620
4.250 4.265
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 5.321 5.262
PP 5.311 5.193
S1 5.300 5.123

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

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