NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 5.763 5.534 -0.229 -4.0% 5.677
High 5.810 5.611 -0.199 -3.4% 6.027
Low 5.586 5.350 -0.236 -4.2% 5.574
Close 5.712 5.432 -0.280 -4.9% 5.712
Range 0.224 0.261 0.037 16.5% 0.453
ATR 0.270 0.276 0.007 2.4% 0.000
Volume 50,039 46,022 -4,017 -8.0% 205,216
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.247 6.101 5.576
R3 5.986 5.840 5.504
R2 5.725 5.725 5.480
R1 5.579 5.579 5.456 5.522
PP 5.464 5.464 5.464 5.436
S1 5.318 5.318 5.408 5.261
S2 5.203 5.203 5.384
S3 4.942 5.057 5.360
S4 4.681 4.796 5.288
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.130 6.874 5.961
R3 6.677 6.421 5.837
R2 6.224 6.224 5.795
R1 5.968 5.968 5.754 6.096
PP 5.771 5.771 5.771 5.835
S1 5.515 5.515 5.670 5.643
S2 5.318 5.318 5.629
S3 4.865 5.062 5.587
S4 4.412 4.609 5.463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.027 5.350 0.677 12.5% 0.287 5.3% 12% False True 45,374
10 6.027 5.350 0.677 12.5% 0.258 4.7% 12% False True 31,745
20 6.027 5.235 0.792 14.6% 0.245 4.5% 25% False False 33,463
40 6.027 4.550 1.477 27.2% 0.248 4.6% 60% False False 27,589
60 6.242 4.550 1.692 31.1% 0.233 4.3% 52% False False 21,640
80 6.242 4.550 1.692 31.1% 0.226 4.2% 52% False False 18,016
100 6.242 4.550 1.692 31.1% 0.215 4.0% 52% False False 15,373
120 6.242 4.550 1.692 31.1% 0.203 3.7% 52% False False 13,299
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 0.055
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.720
2.618 6.294
1.618 6.033
1.000 5.872
0.618 5.772
HIGH 5.611
0.618 5.511
0.500 5.481
0.382 5.450
LOW 5.350
0.618 5.189
1.000 5.089
1.618 4.928
2.618 4.667
4.250 4.241
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 5.481 5.689
PP 5.464 5.603
S1 5.448 5.518

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

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