NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 4.803 4.800 -0.003 -0.1% 5.245
High 4.844 4.972 0.128 2.6% 5.245
Low 4.677 4.759 0.082 1.8% 4.677
Close 4.800 4.895 0.095 2.0% 4.800
Range 0.167 0.213 0.046 27.5% 0.568
ATR 0.151 0.156 0.004 2.9% 0.000
Volume 16,707 18,987 2,280 13.6% 66,130
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.514 5.418 5.012
R3 5.301 5.205 4.954
R2 5.088 5.088 4.934
R1 4.992 4.992 4.915 5.040
PP 4.875 4.875 4.875 4.900
S1 4.779 4.779 4.875 4.827
S2 4.662 4.662 4.856
S3 4.449 4.566 4.836
S4 4.236 4.353 4.778
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.611 6.274 5.112
R3 6.043 5.706 4.956
R2 5.475 5.475 4.904
R1 5.138 5.138 4.852 5.023
PP 4.907 4.907 4.907 4.850
S1 4.570 4.570 4.748 4.455
S2 4.339 4.339 4.696
S3 3.771 4.002 4.644
S4 3.203 3.434 4.488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.150 4.677 0.473 9.7% 0.172 3.5% 46% False False 14,860
10 5.445 4.677 0.768 15.7% 0.150 3.1% 28% False False 11,839
20 5.785 4.677 1.108 22.6% 0.136 2.8% 20% False False 10,386
40 6.127 4.677 1.450 29.6% 0.163 3.3% 15% False False 9,007
60 6.462 4.677 1.785 36.5% 0.154 3.2% 12% False False 7,770
80 6.462 4.677 1.785 36.5% 0.164 3.3% 12% False False 7,131
100 6.462 4.677 1.785 36.5% 0.160 3.3% 12% False False 6,774
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.877
2.618 5.530
1.618 5.317
1.000 5.185
0.618 5.104
HIGH 4.972
0.618 4.891
0.500 4.866
0.382 4.840
LOW 4.759
0.618 4.627
1.000 4.546
1.618 4.414
2.618 4.201
4.250 3.854
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 4.885 4.882
PP 4.875 4.869
S1 4.866 4.856

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

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