NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 6.000 6.175 0.175 2.9% 5.752
High 6.245 6.240 -0.005 -0.1% 6.152
Low 6.000 6.120 0.120 2.0% 5.693
Close 6.239 6.164 -0.075 -1.2% 5.901
Range 0.245 0.120 -0.125 -51.0% 0.459
ATR 0.187 0.182 -0.005 -2.5% 0.000
Volume 5,584 6,673 1,089 19.5% 13,771
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.535 6.469 6.230
R3 6.415 6.349 6.197
R2 6.295 6.295 6.186
R1 6.229 6.229 6.175 6.202
PP 6.175 6.175 6.175 6.161
S1 6.109 6.109 6.153 6.082
S2 6.055 6.055 6.142
S3 5.935 5.989 6.131
S4 5.815 5.869 6.098
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 5.718 0.527 8.5% 0.207 3.4% 85% False False 4,735
10 6.245 5.693 0.552 9.0% 0.188 3.0% 85% False False 4,674
20 6.439 5.693 0.746 12.1% 0.185 3.0% 63% False False 5,145
40 6.439 5.460 0.979 15.9% 0.150 2.4% 72% False False 4,763
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.750
2.618 6.554
1.618 6.434
1.000 6.360
0.618 6.314
HIGH 6.240
0.618 6.194
0.500 6.180
0.382 6.166
LOW 6.120
0.618 6.046
1.000 6.000
1.618 5.926
2.618 5.806
4.250 5.610
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 6.180 6.132
PP 6.175 6.099
S1 6.169 6.067

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

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