NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 5.520 5.514 -0.006 -0.1% 5.879
High 5.522 5.553 0.031 0.6% 5.971
Low 5.390 5.396 0.006 0.1% 5.390
Close 5.437 5.425 -0.012 -0.2% 5.425
Range 0.132 0.157 0.025 18.9% 0.581
ATR 0.180 0.178 -0.002 -0.9% 0.000
Volume 1,315 3,075 1,760 133.8% 9,291
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 5.929 5.834 5.511
R3 5.772 5.677 5.468
R2 5.615 5.615 5.454
R1 5.520 5.520 5.439 5.489
PP 5.458 5.458 5.458 5.443
S1 5.363 5.363 5.411 5.332
S2 5.301 5.301 5.396
S3 5.144 5.206 5.382
S4 4.987 5.049 5.339
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.338 6.963 5.745
R3 6.757 6.382 5.585
R2 6.176 6.176 5.532
R1 5.801 5.801 5.478 5.698
PP 5.595 5.595 5.595 5.544
S1 5.220 5.220 5.372 5.117
S2 5.014 5.014 5.318
S3 4.433 4.639 5.265
S4 3.852 4.058 5.105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.971 5.390 0.581 10.7% 0.135 2.5% 6% False False 1,858
10 5.987 5.390 0.597 11.0% 0.121 2.2% 6% False False 1,856
20 6.160 5.390 0.770 14.2% 0.150 2.8% 5% False False 1,836
40 6.160 4.970 1.190 21.9% 0.156 2.9% 38% False False 2,200
60 6.160 4.970 1.190 21.9% 0.151 2.8% 38% False False 1,960
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 0.019
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.220
2.618 5.964
1.618 5.807
1.000 5.710
0.618 5.650
HIGH 5.553
0.618 5.493
0.500 5.475
0.382 5.456
LOW 5.396
0.618 5.299
1.000 5.239
1.618 5.142
2.618 4.985
4.250 4.729
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 5.475 5.516
PP 5.458 5.485
S1 5.442 5.455

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

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