NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 6.168 5.915 -0.253 -4.1% 5.752
High 6.168 6.122 -0.046 -0.7% 6.152
Low 5.874 5.800 -0.074 -1.3% 5.693
Close 5.915 6.068 0.153 2.6% 5.901
Range 0.294 0.322 0.028 9.5% 0.459
ATR 0.190 0.199 0.009 5.0% 0.000
Volume 6,922 5,234 -1,688 -24.4% 13,771
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.963 6.837 6.245
R3 6.641 6.515 6.157
R2 6.319 6.319 6.127
R1 6.193 6.193 6.098 6.256
PP 5.997 5.997 5.997 6.028
S1 5.871 5.871 6.038 5.934
S2 5.675 5.675 6.009
S3 5.353 5.549 5.979
S4 5.031 5.227 5.891
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 7.292 7.056 6.153
R3 6.833 6.597 6.027
R2 6.374 6.374 5.985
R1 6.138 6.138 5.943 6.256
PP 5.915 5.915 5.915 5.975
S1 5.679 5.679 5.859 5.797
S2 5.456 5.456 5.817
S3 4.997 5.220 5.775
S4 4.538 4.761 5.649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.245 5.800 0.445 7.3% 0.249 4.1% 60% False True 5,812
10 6.245 5.693 0.552 9.1% 0.214 3.5% 68% False False 4,812
20 6.439 5.693 0.746 12.3% 0.201 3.3% 50% False False 5,411
40 6.439 5.460 0.979 16.1% 0.162 2.7% 62% False False 4,903
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 0.036
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 7.491
2.618 6.965
1.618 6.643
1.000 6.444
0.618 6.321
HIGH 6.122
0.618 5.999
0.500 5.961
0.382 5.923
LOW 5.800
0.618 5.601
1.000 5.478
1.618 5.279
2.618 4.957
4.250 4.432
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 6.032 6.052
PP 5.997 6.036
S1 5.961 6.020

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

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