NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 6.175 6.168 -0.007 -0.1% 5.752
High 6.240 6.168 -0.072 -1.2% 6.152
Low 6.120 5.874 -0.246 -4.0% 5.693
Close 6.164 5.915 -0.249 -4.0% 5.901
Range 0.120 0.294 0.174 145.0% 0.459
ATR 0.182 0.190 0.008 4.4% 0.000
Volume 6,673 6,922 249 3.7% 13,771
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.868 6.685 6.077
R3 6.574 6.391 5.996
R2 6.280 6.280 5.969
R1 6.097 6.097 5.942 6.042
PP 5.986 5.986 5.986 5.958
S1 5.803 5.803 5.888 5.748
S2 5.692 5.692 5.861
S3 5.398 5.509 5.834
S4 5.104 5.215 5.753
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 5.750 0.495 8.4% 0.248 4.2% 33% False False 5,502
10 6.245 5.693 0.552 9.3% 0.198 3.3% 40% False False 5,022
20 6.439 5.693 0.746 12.6% 0.195 3.3% 30% False False 5,352
40 6.439 5.460 0.979 16.6% 0.155 2.6% 46% False False 4,836
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7.418
2.618 6.938
1.618 6.644
1.000 6.462
0.618 6.350
HIGH 6.168
0.618 6.056
0.500 6.021
0.382 5.986
LOW 5.874
0.618 5.692
1.000 5.580
1.618 5.398
2.618 5.104
4.250 4.625
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 6.021 6.060
PP 5.986 6.011
S1 5.950 5.963

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

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