NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 5.698 5.566 -0.132 -2.3% 5.457
High 5.752 5.716 -0.036 -0.6% 5.752
Low 5.490 5.521 0.031 0.6% 5.371
Close 5.592 5.687 0.095 1.7% 5.687
Range 0.262 0.195 -0.067 -25.6% 0.381
ATR 0.242 0.238 -0.003 -1.4% 0.000
Volume 18,693 15,851 -2,842 -15.2% 72,526
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.226 6.152 5.794
R3 6.031 5.957 5.741
R2 5.836 5.836 5.723
R1 5.762 5.762 5.705 5.799
PP 5.641 5.641 5.641 5.660
S1 5.567 5.567 5.669 5.604
S2 5.446 5.446 5.651
S3 5.251 5.372 5.633
S4 5.056 5.177 5.580
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.746 6.598 5.897
R3 6.365 6.217 5.792
R2 5.984 5.984 5.757
R1 5.836 5.836 5.722 5.910
PP 5.603 5.603 5.603 5.641
S1 5.455 5.455 5.652 5.529
S2 5.222 5.222 5.617
S3 4.841 5.074 5.582
S4 4.460 4.693 5.477
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.752 5.371 0.381 6.7% 0.241 4.2% 83% False False 14,505
10 5.956 5.371 0.585 10.3% 0.224 3.9% 54% False False 11,996
20 5.956 5.371 0.585 10.3% 0.221 3.9% 54% False False 9,420
40 5.956 4.656 1.300 22.9% 0.222 3.9% 79% False False 7,249
60 6.200 4.656 1.544 27.1% 0.201 3.5% 67% False False 6,087
80 6.200 4.656 1.544 27.1% 0.190 3.3% 67% False False 5,091
100 6.200 4.656 1.544 27.1% 0.182 3.2% 67% False False 4,317
120 6.200 4.656 1.544 27.1% 0.168 3.0% 67% False False 3,684
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.545
2.618 6.227
1.618 6.032
1.000 5.911
0.618 5.837
HIGH 5.716
0.618 5.642
0.500 5.619
0.382 5.595
LOW 5.521
0.618 5.400
1.000 5.326
1.618 5.205
2.618 5.010
4.250 4.692
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 5.664 5.656
PP 5.641 5.624
S1 5.619 5.593

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

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