NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 5.752 5.985 0.233 4.1% 5.798
High 6.006 6.035 0.029 0.5% 5.929
Low 5.752 5.780 0.028 0.5% 5.531
Close 5.990 5.814 -0.176 -2.9% 5.643
Range 0.254 0.255 0.001 0.4% 0.398
ATR 0.282 0.280 -0.002 -0.7% 0.000
Volume 44,504 62,352 17,848 40.1% 344,516
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.641 6.483 5.954
R3 6.386 6.228 5.884
R2 6.131 6.131 5.861
R1 5.973 5.973 5.837 5.925
PP 5.876 5.876 5.876 5.852
S1 5.718 5.718 5.791 5.670
S2 5.621 5.621 5.767
S3 5.366 5.463 5.744
S4 5.111 5.208 5.674
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.895 6.667 5.862
R3 6.497 6.269 5.752
R2 6.099 6.099 5.716
R1 5.871 5.871 5.679 5.786
PP 5.701 5.701 5.701 5.659
S1 5.473 5.473 5.607 5.388
S2 5.303 5.303 5.570
S3 4.905 5.075 5.534
S4 4.507 4.677 5.424
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.035 5.531 0.504 8.7% 0.265 4.6% 56% True False 69,489
10 6.035 5.314 0.721 12.4% 0.265 4.6% 69% True False 100,070
20 6.035 4.432 1.603 27.6% 0.273 4.7% 86% True False 120,291
40 6.035 4.432 1.603 27.6% 0.258 4.4% 86% True False 92,830
60 6.266 4.432 1.834 31.5% 0.252 4.3% 75% False False 71,225
80 6.266 4.432 1.834 31.5% 0.251 4.3% 75% False False 57,840
100 6.266 4.432 1.834 31.5% 0.227 3.9% 75% False False 48,137
120 6.266 4.432 1.834 31.5% 0.220 3.8% 75% False False 41,357
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 0.062
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.119
2.618 6.703
1.618 6.448
1.000 6.290
0.618 6.193
HIGH 6.035
0.618 5.938
0.500 5.908
0.382 5.877
LOW 5.780
0.618 5.622
1.000 5.525
1.618 5.367
2.618 5.112
4.250 4.696
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 5.908 5.818
PP 5.876 5.816
S1 5.845 5.815

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

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