NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 5.797 5.641 -0.156 -2.7% 5.791
High 5.797 5.641 -0.156 -2.7% 5.987
Low 5.668 5.487 -0.181 -3.2% 5.728
Close 5.706 5.518 -0.188 -3.3% 5.941
Range 0.129 0.154 0.025 19.4% 0.259
ATR 0.181 0.183 0.003 1.5% 0.000
Volume 1,402 2,266 864 61.6% 7,850
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.011 5.918 5.603
R3 5.857 5.764 5.560
R2 5.703 5.703 5.546
R1 5.610 5.610 5.532 5.580
PP 5.549 5.549 5.549 5.533
S1 5.456 5.456 5.504 5.426
S2 5.395 5.395 5.490
S3 5.241 5.302 5.476
S4 5.087 5.148 5.433
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 5.487 0.500 9.1% 0.123 2.2% 6% False True 1,947
10 5.990 5.487 0.503 9.1% 0.145 2.6% 6% False True 1,732
20 6.160 5.487 0.673 12.2% 0.151 2.7% 5% False True 1,770
40 6.160 4.970 1.190 21.6% 0.155 2.8% 46% False False 2,132
60 6.160 4.970 1.190 21.6% 0.153 2.8% 46% 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 0.028
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.296
2.618 6.044
1.618 5.890
1.000 5.795
0.618 5.736
HIGH 5.641
0.618 5.582
0.500 5.564
0.382 5.546
LOW 5.487
0.618 5.392
1.000 5.333
1.618 5.238
2.618 5.084
4.250 4.833
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 5.564 5.729
PP 5.549 5.659
S1 5.533 5.588

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

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