NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 5.235 5.360 0.125 2.4% 4.651
High 5.409 5.536 0.127 2.3% 5.375
Low 5.191 5.314 0.123 2.4% 4.644
Close 5.332 5.523 0.191 3.6% 5.163
Range 0.218 0.222 0.004 1.8% 0.731
ATR 0.279 0.274 -0.004 -1.4% 0.000
Volume 140,013 110,235 -29,778 -21.3% 804,256
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.124 6.045 5.645
R3 5.902 5.823 5.584
R2 5.680 5.680 5.564
R1 5.601 5.601 5.543 5.641
PP 5.458 5.458 5.458 5.477
S1 5.379 5.379 5.503 5.419
S2 5.236 5.236 5.482
S3 5.014 5.157 5.462
S4 4.792 4.935 5.401
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 5.536 4.837 0.699 12.7% 0.313 5.7% 98% True False 157,916
10 5.536 4.432 1.104 20.0% 0.280 5.1% 99% True False 139,321
20 5.536 4.432 1.104 20.0% 0.281 5.1% 99% True False 112,020
40 6.266 4.432 1.834 33.2% 0.250 4.5% 59% False False 75,976
60 6.266 4.432 1.834 33.2% 0.246 4.5% 59% False False 58,935
80 6.266 4.432 1.834 33.2% 0.237 4.3% 59% False False 47,870
100 6.266 4.432 1.834 33.2% 0.221 4.0% 59% False False 39,901
120 6.266 4.432 1.834 33.2% 0.208 3.8% 59% False False 34,332
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.059
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.480
2.618 6.117
1.618 5.895
1.000 5.758
0.618 5.673
HIGH 5.536
0.618 5.451
0.500 5.425
0.382 5.399
LOW 5.314
0.618 5.177
1.000 5.092
1.618 4.955
2.618 4.733
4.250 4.371
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 5.490 5.458
PP 5.458 5.393
S1 5.425 5.329

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

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