NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 5.998 5.970 -0.028 -0.5% 6.110
High 6.040 5.980 -0.060 -1.0% 6.110
Low 5.940 5.821 -0.119 -2.0% 5.810
Close 5.956 5.837 -0.119 -2.0% 6.055
Range 0.100 0.159 0.059 59.0% 0.300
ATR 0.174 0.173 -0.001 -0.6% 0.000
Volume 3,117 3,026 -91 -2.9% 22,462
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.356 6.256 5.924
R3 6.197 6.097 5.881
R2 6.038 6.038 5.866
R1 5.938 5.938 5.852 5.909
PP 5.879 5.879 5.879 5.865
S1 5.779 5.779 5.822 5.750
S2 5.720 5.720 5.808
S3 5.561 5.620 5.793
S4 5.402 5.461 5.750
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 4.5% 0.125 2.1% 10% False False 4,147
10 6.379 5.810 0.569 9.7% 0.153 2.6% 5% False False 4,689
20 6.462 5.800 0.662 11.3% 0.182 3.1% 6% False False 5,342
40 6.462 5.693 0.769 13.2% 0.183 3.1% 19% False False 5,244
60 6.462 5.460 1.002 17.2% 0.161 2.8% 38% False False 4,956
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.656
2.618 6.396
1.618 6.237
1.000 6.139
0.618 6.078
HIGH 5.980
0.618 5.919
0.500 5.901
0.382 5.882
LOW 5.821
0.618 5.723
1.000 5.662
1.618 5.564
2.618 5.405
4.250 5.145
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 5.901 5.947
PP 5.879 5.910
S1 5.858 5.874

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

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