NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 5.479 5.766 0.287 5.2% 5.235
High 5.911 5.926 0.015 0.3% 5.926
Low 5.454 5.727 0.273 5.0% 5.191
Close 5.768 5.782 0.014 0.2% 5.782
Range 0.457 0.199 -0.258 -56.5% 0.735
ATR 0.279 0.273 -0.006 -2.1% 0.000
Volume 128,611 157,399 28,788 22.4% 689,346
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.409 6.294 5.891
R3 6.210 6.095 5.837
R2 6.011 6.011 5.818
R1 5.896 5.896 5.800 5.954
PP 5.812 5.812 5.812 5.840
S1 5.697 5.697 5.764 5.755
S2 5.613 5.613 5.746
S3 5.414 5.498 5.727
S4 5.215 5.299 5.673
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.838 7.545 6.186
R3 7.103 6.810 5.984
R2 6.368 6.368 5.917
R1 6.075 6.075 5.849 6.222
PP 5.633 5.633 5.633 5.706
S1 5.340 5.340 5.715 5.487
S2 4.898 4.898 5.647
S3 4.163 4.605 5.580
S4 3.428 3.870 5.378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.926 5.191 0.735 12.7% 0.249 4.3% 80% True False 137,869
10 5.926 4.644 1.282 22.2% 0.292 5.1% 89% True False 149,360
20 5.926 4.432 1.494 25.8% 0.286 4.9% 90% True False 123,276
40 6.050 4.432 1.618 28.0% 0.254 4.4% 83% False False 85,167
60 6.266 4.432 1.834 31.7% 0.249 4.3% 74% False False 65,507
80 6.266 4.432 1.834 31.7% 0.243 4.2% 74% False False 53,039
100 6.266 4.432 1.834 31.7% 0.225 3.9% 74% False False 44,157
120 6.266 4.432 1.834 31.7% 0.212 3.7% 74% False False 37,910
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 0.051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.772
2.618 6.447
1.618 6.248
1.000 6.125
0.618 6.049
HIGH 5.926
0.618 5.850
0.500 5.827
0.382 5.803
LOW 5.727
0.618 5.604
1.000 5.528
1.618 5.405
2.618 5.206
4.250 4.881
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 5.827 5.746
PP 5.812 5.709
S1 5.797 5.673

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

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