NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 5.900 5.903 0.003 0.1% 6.110
High 5.960 6.073 0.113 1.9% 6.110
Low 5.864 5.885 0.021 0.4% 5.810
Close 5.929 6.055 0.126 2.1% 6.055
Range 0.096 0.188 0.092 95.8% 0.300
ATR 0.178 0.178 0.001 0.4% 0.000
Volume 5,608 3,311 -2,297 -41.0% 22,462
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.568 6.500 6.158
R3 6.380 6.312 6.107
R2 6.192 6.192 6.089
R1 6.124 6.124 6.072 6.158
PP 6.004 6.004 6.004 6.022
S1 5.936 5.936 6.038 5.970
S2 5.816 5.816 6.021
S3 5.628 5.748 6.003
S4 5.440 5.560 5.952
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.892 6.773 6.220
R3 6.592 6.473 6.138
R2 6.292 6.292 6.110
R1 6.173 6.173 6.083 6.083
PP 5.992 5.992 5.992 5.946
S1 5.873 5.873 6.028 5.783
S2 5.692 5.692 6.000
S3 5.392 5.573 5.973
S4 5.092 5.273 5.890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.110 5.810 0.300 5.0% 0.143 2.4% 82% False False 4,492
10 6.462 5.810 0.652 10.8% 0.176 2.9% 38% False False 5,261
20 6.462 5.800 0.662 10.9% 0.187 3.1% 39% False False 5,648
40 6.462 5.547 0.915 15.1% 0.185 3.1% 56% False False 5,351
60 6.462 5.460 1.002 16.5% 0.160 2.6% 59% False False 5,032
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 0.034
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.872
2.618 6.565
1.618 6.377
1.000 6.261
0.618 6.189
HIGH 6.073
0.618 6.001
0.500 5.979
0.382 5.957
LOW 5.885
0.618 5.769
1.000 5.697
1.618 5.581
2.618 5.393
4.250 5.086
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 6.030 6.017
PP 6.004 5.979
S1 5.979 5.942

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

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