NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 5.766 5.798 0.032 0.6% 5.235
High 5.926 5.929 0.003 0.1% 5.926
Low 5.727 5.625 -0.102 -1.8% 5.191
Close 5.782 5.669 -0.113 -2.0% 5.782
Range 0.199 0.304 0.105 52.8% 0.735
ATR 0.273 0.276 0.002 0.8% 0.000
Volume 157,399 103,924 -53,475 -34.0% 689,346
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.653 6.465 5.836
R3 6.349 6.161 5.753
R2 6.045 6.045 5.725
R1 5.857 5.857 5.697 5.799
PP 5.741 5.741 5.741 5.712
S1 5.553 5.553 5.641 5.495
S2 5.437 5.437 5.613
S3 5.133 5.249 5.585
S4 4.829 4.945 5.502
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 5.929 5.314 0.615 10.8% 0.266 4.7% 58% True False 130,651
10 5.929 4.837 1.092 19.3% 0.286 5.0% 76% True False 150,457
20 5.929 4.432 1.497 26.4% 0.291 5.1% 83% True False 125,192
40 5.929 4.432 1.497 26.4% 0.256 4.5% 83% True False 87,167
60 6.266 4.432 1.834 32.4% 0.251 4.4% 67% False False 66,978
80 6.266 4.432 1.834 32.4% 0.245 4.3% 67% False False 54,250
100 6.266 4.432 1.834 32.4% 0.226 4.0% 67% False False 45,130
120 6.266 4.432 1.834 32.4% 0.213 3.8% 67% False False 38,726
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 0.063
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.221
2.618 6.725
1.618 6.421
1.000 6.233
0.618 6.117
HIGH 5.929
0.618 5.813
0.500 5.777
0.382 5.741
LOW 5.625
0.618 5.437
1.000 5.321
1.618 5.133
2.618 4.829
4.250 4.333
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 5.777 5.692
PP 5.741 5.684
S1 5.705 5.677

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

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