NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 5.750 6.024 0.274 4.8% 5.752
High 6.068 6.152 0.084 1.4% 6.152
Low 5.750 5.888 0.138 2.4% 5.693
Close 6.046 5.901 -0.145 -2.4% 5.901
Range 0.318 0.264 -0.054 -17.0% 0.459
ATR 0.168 0.174 0.007 4.1% 0.000
Volume 3,682 4,649 967 26.3% 13,771
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 6.772 6.601 6.046
R3 6.508 6.337 5.974
R2 6.244 6.244 5.949
R1 6.073 6.073 5.925 6.027
PP 5.980 5.980 5.980 5.957
S1 5.809 5.809 5.877 5.763
S2 5.716 5.716 5.853
S3 5.452 5.545 5.828
S4 5.188 5.281 5.756
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 6.152 5.693 0.459 7.8% 0.181 3.1% 45% True False 3,975
10 6.270 5.693 0.577 9.8% 0.176 3.0% 36% False False 4,473
20 6.439 5.547 0.892 15.1% 0.184 3.1% 40% False False 5,055
40 6.439 5.460 0.979 16.6% 0.147 2.5% 45% False False 4,725
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.274
2.618 6.843
1.618 6.579
1.000 6.416
0.618 6.315
HIGH 6.152
0.618 6.051
0.500 6.020
0.382 5.989
LOW 5.888
0.618 5.725
1.000 5.624
1.618 5.461
2.618 5.197
4.250 4.766
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 6.020 5.935
PP 5.980 5.924
S1 5.941 5.912

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

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