NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 6.023 5.795 -0.228 -3.8% 5.933
High 6.075 6.026 -0.049 -0.8% 6.095
Low 5.895 5.760 -0.135 -2.3% 5.777
Close 5.914 5.795 -0.119 -2.0% 5.945
Range 0.180 0.266 0.086 47.8% 0.318
ATR 0.184 0.190 0.006 3.2% 0.000
Volume 1,178 1,506 328 27.8% 10,954
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.658 6.493 5.941
R3 6.392 6.227 5.868
R2 6.126 6.126 5.844
R1 5.961 5.961 5.819 5.928
PP 5.860 5.860 5.860 5.844
S1 5.695 5.695 5.771 5.662
S2 5.594 5.594 5.746
S3 5.328 5.429 5.722
S4 5.062 5.163 5.649
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.893 6.737 6.120
R3 6.575 6.419 6.032
R2 6.257 6.257 6.003
R1 6.101 6.101 5.974 6.179
PP 5.939 5.939 5.939 5.978
S1 5.783 5.783 5.916 5.861
S2 5.621 5.621 5.887
S3 5.303 5.465 5.858
S4 4.985 5.147 5.770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.145 5.760 0.385 6.6% 0.162 2.8% 9% False True 1,756
10 6.145 5.760 0.385 6.6% 0.163 2.8% 9% False True 2,439
20 6.145 4.970 1.175 20.3% 0.167 2.9% 70% False False 2,561
40 6.145 4.970 1.175 20.3% 0.155 2.7% 70% False False 2,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 7.157
2.618 6.722
1.618 6.456
1.000 6.292
0.618 6.190
HIGH 6.026
0.618 5.924
0.500 5.893
0.382 5.862
LOW 5.760
0.618 5.596
1.000 5.494
1.618 5.330
2.618 5.064
4.250 4.630
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 5.893 5.943
PP 5.860 5.893
S1 5.828 5.844

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

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