NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 6.197 6.145 -0.052 -0.8% 6.000
High 6.197 6.169 -0.028 -0.5% 6.265
Low 6.067 6.049 -0.018 -0.3% 5.800
Close 6.124 6.125 0.001 0.0% 6.197
Range 0.130 0.120 -0.010 -7.7% 0.465
ATR 0.194 0.189 -0.005 -2.7% 0.000
Volume 6,118 4,758 -1,360 -22.2% 32,816
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.474 6.420 6.191
R3 6.354 6.300 6.158
R2 6.234 6.234 6.147
R1 6.180 6.180 6.136 6.147
PP 6.114 6.114 6.114 6.098
S1 6.060 6.060 6.114 6.027
S2 5.994 5.994 6.103
S3 5.874 5.940 6.092
S4 5.754 5.820 6.059
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 7.482 7.305 6.453
R3 7.017 6.840 6.325
R2 6.552 6.552 6.282
R1 6.375 6.375 6.240 6.464
PP 6.087 6.087 6.087 6.132
S1 5.910 5.910 6.154 5.999
S2 5.622 5.622 6.112
S3 5.157 5.445 6.069
S4 4.692 4.980 5.941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.265 5.800 0.465 7.6% 0.213 3.5% 70% False False 6,287
10 6.265 5.718 0.547 8.9% 0.210 3.4% 74% False False 5,511
20 6.439 5.693 0.746 12.2% 0.193 3.2% 58% False False 5,432
40 6.439 5.460 0.979 16.0% 0.162 2.6% 68% False False 5,147
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.033
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.679
2.618 6.483
1.618 6.363
1.000 6.289
0.618 6.243
HIGH 6.169
0.618 6.123
0.500 6.109
0.382 6.095
LOW 6.049
0.618 5.975
1.000 5.929
1.618 5.855
2.618 5.735
4.250 5.539
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 6.120 6.157
PP 6.114 6.146
S1 6.109 6.136

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

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