NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 4.960 5.218 0.258 5.2% 4.800
High 5.275 5.400 0.125 2.4% 5.400
Low 4.842 5.025 0.183 3.8% 4.759
Close 5.237 5.061 -0.176 -3.4% 5.061
Range 0.433 0.375 -0.058 -13.4% 0.641
ATR 0.174 0.188 0.014 8.3% 0.000
Volume 14,990 23,842 8,852 59.1% 71,707
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.287 6.049 5.267
R3 5.912 5.674 5.164
R2 5.537 5.537 5.130
R1 5.299 5.299 5.095 5.231
PP 5.162 5.162 5.162 5.128
S1 4.924 4.924 5.027 4.856
S2 4.787 4.787 4.992
S3 4.412 4.549 4.958
S4 4.037 4.174 4.855
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.996 6.670 5.414
R3 6.355 6.029 5.237
R2 5.714 5.714 5.179
R1 5.388 5.388 5.120 5.551
PP 5.073 5.073 5.073 5.155
S1 4.747 4.747 5.002 4.910
S2 4.432 4.432 4.943
S3 3.791 4.106 4.885
S4 3.150 3.465 4.708
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.400 4.677 0.723 14.3% 0.262 5.2% 53% True False 17,682
10 5.400 4.677 0.723 14.3% 0.210 4.2% 53% True False 14,863
20 5.658 4.677 0.981 19.4% 0.163 3.2% 39% False False 11,791
40 6.127 4.677 1.450 28.7% 0.171 3.4% 26% False False 9,811
60 6.294 4.677 1.617 32.0% 0.160 3.2% 24% False False 8,326
80 6.462 4.677 1.785 35.3% 0.170 3.4% 22% False False 7,602
100 6.462 4.677 1.785 35.3% 0.167 3.3% 22% False False 7,144
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 0.056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.994
2.618 6.382
1.618 6.007
1.000 5.775
0.618 5.632
HIGH 5.400
0.618 5.257
0.500 5.213
0.382 5.168
LOW 5.025
0.618 4.793
1.000 4.650
1.618 4.418
2.618 4.043
4.250 3.431
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 5.213 5.121
PP 5.162 5.101
S1 5.112 5.081

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

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