NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 5.732 5.844 0.112 2.0% 5.235
High 5.850 5.926 0.076 1.3% 5.926
Low 5.598 5.600 0.002 0.0% 5.191
Close 5.821 5.643 -0.178 -3.1% 5.782
Range 0.252 0.326 0.074 29.4% 0.735
ATR 0.271 0.275 0.004 1.4% 0.000
Volume 86,495 71,002 -15,493 -17.9% 689,346
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.701 6.498 5.822
R3 6.375 6.172 5.733
R2 6.049 6.049 5.703
R1 5.846 5.846 5.673 5.785
PP 5.723 5.723 5.723 5.692
S1 5.520 5.520 5.613 5.459
S2 5.397 5.397 5.583
S3 5.071 5.194 5.553
S4 4.745 4.868 5.464
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 5.531 0.398 7.1% 0.263 4.7% 28% False False 100,383
10 5.929 5.121 0.808 14.3% 0.262 4.6% 65% False False 123,678
20 5.929 4.432 1.497 26.5% 0.290 5.1% 81% False False 125,688
40 5.929 4.432 1.497 26.5% 0.258 4.6% 81% False False 91,573
60 6.266 4.432 1.834 32.5% 0.254 4.5% 66% False False 70,180
80 6.266 4.432 1.834 32.5% 0.249 4.4% 66% False False 56,855
100 6.266 4.432 1.834 32.5% 0.226 4.0% 66% False False 47,229
120 6.266 4.432 1.834 32.5% 0.217 3.8% 66% False False 40,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.073
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7.312
2.618 6.779
1.618 6.453
1.000 6.252
0.618 6.127
HIGH 5.926
0.618 5.801
0.500 5.763
0.382 5.725
LOW 5.600
0.618 5.399
1.000 5.274
1.618 5.073
2.618 4.747
4.250 4.215
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 5.763 5.729
PP 5.723 5.700
S1 5.683 5.672

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

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