NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 5.798 5.676 -0.122 -2.1% 5.235
High 5.929 5.767 -0.162 -2.7% 5.926
Low 5.625 5.531 -0.094 -1.7% 5.191
Close 5.669 5.715 0.046 0.8% 5.782
Range 0.304 0.236 -0.068 -22.4% 0.735
ATR 0.276 0.273 -0.003 -1.0% 0.000
Volume 103,924 83,095 -20,829 -20.0% 689,346
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.379 6.283 5.845
R3 6.143 6.047 5.780
R2 5.907 5.907 5.758
R1 5.811 5.811 5.737 5.859
PP 5.671 5.671 5.671 5.695
S1 5.575 5.575 5.693 5.623
S2 5.435 5.435 5.672
S3 5.199 5.339 5.650
S4 4.963 5.103 5.585
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 5.420 0.509 8.9% 0.269 4.7% 58% False False 125,223
10 5.929 4.837 1.092 19.1% 0.291 5.1% 80% False False 141,570
20 5.929 4.432 1.497 26.2% 0.292 5.1% 86% False False 126,470
40 5.929 4.432 1.497 26.2% 0.255 4.5% 86% False False 88,768
60 6.266 4.432 1.834 32.1% 0.253 4.4% 70% False False 68,146
80 6.266 4.432 1.834 32.1% 0.246 4.3% 70% False False 55,153
100 6.266 4.432 1.834 32.1% 0.227 4.0% 70% False False 45,866
120 6.266 4.432 1.834 32.1% 0.215 3.8% 70% False False 39,368
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 0.072
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.770
2.618 6.385
1.618 6.149
1.000 6.003
0.618 5.913
HIGH 5.767
0.618 5.677
0.500 5.649
0.382 5.621
LOW 5.531
0.618 5.385
1.000 5.295
1.618 5.149
2.618 4.913
4.250 4.528
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 5.693 5.730
PP 5.671 5.725
S1 5.649 5.720

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

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