NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 6.256 6.110 -0.146 -2.3% 6.149
High 6.294 6.110 -0.184 -2.9% 6.462
Low 6.087 5.909 -0.178 -2.9% 6.087
Close 6.109 5.963 -0.146 -2.4% 6.109
Range 0.207 0.201 -0.006 -2.9% 0.375
ATR 0.194 0.194 0.001 0.3% 0.000
Volume 5,585 2,871 -2,714 -48.6% 30,148
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.597 6.481 6.074
R3 6.396 6.280 6.018
R2 6.195 6.195 6.000
R1 6.079 6.079 5.981 6.037
PP 5.994 5.994 5.994 5.973
S1 5.878 5.878 5.945 5.836
S2 5.793 5.793 5.926
S3 5.592 5.677 5.908
S4 5.391 5.476 5.852
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 7.344 7.102 6.315
R3 6.969 6.727 6.212
R2 6.594 6.594 6.178
R1 6.352 6.352 6.143 6.286
PP 6.219 6.219 6.219 6.186
S1 5.977 5.977 6.075 5.911
S2 5.844 5.844 6.040
S3 5.469 5.602 6.006
S4 5.094 5.227 5.903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.462 5.909 0.553 9.3% 0.203 3.4% 10% False True 5,559
10 6.462 5.909 0.553 9.3% 0.192 3.2% 10% False True 5,443
20 6.462 5.693 0.769 12.9% 0.202 3.4% 35% False False 5,357
40 6.462 5.460 1.002 16.8% 0.182 3.1% 50% False False 5,342
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 0.035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.964
2.618 6.636
1.618 6.435
1.000 6.311
0.618 6.234
HIGH 6.110
0.618 6.033
0.500 6.010
0.382 5.986
LOW 5.909
0.618 5.785
1.000 5.708
1.618 5.584
2.618 5.383
4.250 5.055
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 6.010 6.144
PP 5.994 6.084
S1 5.979 6.023

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

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