NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 5.879 5.797 -0.082 -1.4% 5.791
High 5.971 5.797 -0.174 -2.9% 5.987
Low 5.867 5.668 -0.199 -3.4% 5.728
Close 5.879 5.706 -0.173 -2.9% 5.941
Range 0.104 0.129 0.025 24.0% 0.259
ATR 0.178 0.181 0.002 1.3% 0.000
Volume 1,233 1,402 169 13.7% 7,850
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.111 6.037 5.777
R3 5.982 5.908 5.741
R2 5.853 5.853 5.730
R1 5.779 5.779 5.718 5.752
PP 5.724 5.724 5.724 5.710
S1 5.650 5.650 5.694 5.623
S2 5.595 5.595 5.682
S3 5.466 5.521 5.671
S4 5.337 5.392 5.635
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.662 6.561 6.083
R3 6.403 6.302 6.012
R2 6.144 6.144 5.988
R1 6.043 6.043 5.965 6.094
PP 5.885 5.885 5.885 5.911
S1 5.784 5.784 5.917 5.835
S2 5.626 5.626 5.894
S3 5.367 5.525 5.870
S4 5.108 5.266 5.799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.987 5.668 0.319 5.6% 0.101 1.8% 12% False True 1,800
10 5.990 5.668 0.322 5.6% 0.139 2.4% 12% False True 1,720
20 6.160 5.651 0.509 8.9% 0.147 2.6% 11% False False 1,787
40 6.160 4.970 1.190 20.9% 0.160 2.8% 62% False False 2,106
60 6.160 4.970 1.190 20.9% 0.153 2.7% 62% False False 1,948
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 0.031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.345
2.618 6.135
1.618 6.006
1.000 5.926
0.618 5.877
HIGH 5.797
0.618 5.748
0.500 5.733
0.382 5.717
LOW 5.668
0.618 5.588
1.000 5.539
1.618 5.459
2.618 5.330
4.250 5.120
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 5.733 5.828
PP 5.724 5.787
S1 5.715 5.747

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

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