NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 5.676 5.732 0.056 1.0% 5.235
High 5.767 5.850 0.083 1.4% 5.926
Low 5.531 5.598 0.067 1.2% 5.191
Close 5.715 5.821 0.106 1.9% 5.782
Range 0.236 0.252 0.016 6.8% 0.735
ATR 0.273 0.271 -0.001 -0.5% 0.000
Volume 83,095 86,495 3,400 4.1% 689,346
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.512 6.419 5.960
R3 6.260 6.167 5.890
R2 6.008 6.008 5.867
R1 5.915 5.915 5.844 5.962
PP 5.756 5.756 5.756 5.780
S1 5.663 5.663 5.798 5.710
S2 5.504 5.504 5.775
S3 5.252 5.411 5.752
S4 5.000 5.159 5.682
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 5.454 0.475 8.2% 0.290 5.0% 77% False False 111,904
10 5.929 4.837 1.092 18.8% 0.280 4.8% 90% False False 132,315
20 5.929 4.432 1.497 25.7% 0.295 5.1% 93% False False 127,053
40 5.929 4.432 1.497 25.7% 0.257 4.4% 93% False False 90,339
60 6.266 4.432 1.834 31.5% 0.251 4.3% 76% False False 69,364
80 6.266 4.432 1.834 31.5% 0.247 4.2% 76% False False 56,099
100 6.266 4.432 1.834 31.5% 0.224 3.9% 76% False False 46,651
120 6.266 4.432 1.834 31.5% 0.216 3.7% 76% False False 40,029
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 0.071
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.921
2.618 6.510
1.618 6.258
1.000 6.102
0.618 6.006
HIGH 5.850
0.618 5.754
0.500 5.724
0.382 5.694
LOW 5.598
0.618 5.442
1.000 5.346
1.618 5.190
2.618 4.938
4.250 4.527
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 5.789 5.791
PP 5.756 5.760
S1 5.724 5.730

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

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