NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 6.344 6.221 -0.123 -1.9% 6.197
High 6.462 6.332 -0.130 -2.0% 6.270
Low 6.200 6.188 -0.012 -0.2% 6.020
Close 6.250 6.325 0.075 1.2% 6.165
Range 0.262 0.144 -0.118 -45.0% 0.250
ATR 0.196 0.192 -0.004 -1.9% 0.000
Volume 6,640 8,209 1,569 23.6% 27,537
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.714 6.663 6.404
R3 6.570 6.519 6.365
R2 6.426 6.426 6.351
R1 6.375 6.375 6.338 6.401
PP 6.282 6.282 6.282 6.294
S1 6.231 6.231 6.312 6.257
S2 6.138 6.138 6.299
S3 5.994 6.087 6.285
S4 5.850 5.943 6.246
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 6.022 0.440 7.0% 0.203 3.2% 69% False False 6,728
10 6.462 5.800 0.662 10.5% 0.196 3.1% 79% False False 6,124
20 6.462 5.693 0.769 12.2% 0.197 3.1% 82% False False 5,573
40 6.462 5.460 1.002 15.8% 0.175 2.8% 86% False False 5,398
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 0.040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.944
2.618 6.709
1.618 6.565
1.000 6.476
0.618 6.421
HIGH 6.332
0.618 6.277
0.500 6.260
0.382 6.243
LOW 6.188
0.618 6.099
1.000 6.044
1.618 5.955
2.618 5.811
4.250 5.576
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 6.303 6.319
PP 6.282 6.312
S1 6.260 6.306

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

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