NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 6.149 6.344 0.195 3.2% 6.197
High 6.376 6.462 0.086 1.3% 6.270
Low 6.149 6.200 0.051 0.8% 6.020
Close 6.357 6.250 -0.107 -1.7% 6.165
Range 0.227 0.262 0.035 15.4% 0.250
ATR 0.191 0.196 0.005 2.7% 0.000
Volume 5,221 6,640 1,419 27.2% 27,537
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 7.090 6.932 6.394
R3 6.828 6.670 6.322
R2 6.566 6.566 6.298
R1 6.408 6.408 6.274 6.356
PP 6.304 6.304 6.304 6.278
S1 6.146 6.146 6.226 6.094
S2 6.042 6.042 6.202
S3 5.780 5.884 6.178
S4 5.518 5.622 6.106
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.902 6.783 6.303
R3 6.652 6.533 6.234
R2 6.402 6.402 6.211
R1 6.283 6.283 6.188 6.218
PP 6.152 6.152 6.152 6.119
S1 6.033 6.033 6.142 5.968
S2 5.902 5.902 6.119
S3 5.652 5.783 6.096
S4 5.402 5.533 6.028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.462 6.020 0.442 7.1% 0.208 3.3% 52% True False 5,704
10 6.462 5.800 0.662 10.6% 0.211 3.4% 68% True False 5,995
20 6.462 5.693 0.769 12.3% 0.199 3.2% 72% True False 5,334
40 6.462 5.460 1.002 16.0% 0.173 2.8% 79% True False 5,311
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 8 trading days
Fibonacci Retracements and Extensions
4.250 7.576
2.618 7.148
1.618 6.886
1.000 6.724
0.618 6.624
HIGH 6.462
0.618 6.362
0.500 6.331
0.382 6.300
LOW 6.200
0.618 6.038
1.000 5.938
1.618 5.776
2.618 5.514
4.250 5.087
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 6.331 6.279
PP 6.304 6.269
S1 6.277 6.260

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

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