NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 5.903 5.998 0.095 1.6% 6.110
High 6.073 6.040 -0.033 -0.5% 6.110
Low 5.885 5.940 0.055 0.9% 5.810
Close 6.055 5.956 -0.099 -1.6% 6.055
Range 0.188 0.100 -0.088 -46.8% 0.300
ATR 0.178 0.174 -0.005 -2.5% 0.000
Volume 3,311 3,117 -194 -5.9% 22,462
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.279 6.217 6.011
R3 6.179 6.117 5.984
R2 6.079 6.079 5.974
R1 6.017 6.017 5.965 5.998
PP 5.979 5.979 5.979 5.969
S1 5.917 5.917 5.947 5.898
S2 5.879 5.879 5.938
S3 5.779 5.817 5.929
S4 5.679 5.717 5.901
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 6.073 5.810 0.263 4.4% 0.123 2.1% 56% False False 4,541
10 6.462 5.810 0.652 10.9% 0.163 2.7% 22% False False 5,050
20 6.462 5.800 0.662 11.1% 0.180 3.0% 24% False False 5,524
40 6.462 5.576 0.886 14.9% 0.185 3.1% 43% False False 5,272
60 6.462 5.460 1.002 16.8% 0.159 2.7% 50% False False 4,992
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.465
2.618 6.302
1.618 6.202
1.000 6.140
0.618 6.102
HIGH 6.040
0.618 6.002
0.500 5.990
0.382 5.978
LOW 5.940
0.618 5.878
1.000 5.840
1.618 5.778
2.618 5.678
4.250 5.515
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 5.990 5.969
PP 5.979 5.964
S1 5.967 5.960

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

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