NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 5.218 5.126 -0.092 -1.8% 4.800
High 5.400 5.350 -0.050 -0.9% 5.400
Low 5.025 5.048 0.023 0.5% 4.759
Close 5.061 5.266 0.205 4.1% 5.061
Range 0.375 0.302 -0.073 -19.5% 0.641
ATR 0.188 0.196 0.008 4.3% 0.000
Volume 23,842 19,175 -4,667 -19.6% 71,707
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.127 5.999 5.432
R3 5.825 5.697 5.349
R2 5.523 5.523 5.321
R1 5.395 5.395 5.294 5.459
PP 5.221 5.221 5.221 5.254
S1 5.093 5.093 5.238 5.157
S2 4.919 4.919 5.211
S3 4.617 4.791 5.183
S4 4.315 4.489 5.100
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 4.759 0.641 12.2% 0.289 5.5% 79% False False 18,176
10 5.400 4.677 0.723 13.7% 0.225 4.3% 81% False False 15,701
20 5.561 4.677 0.884 16.8% 0.173 3.3% 67% False False 12,203
40 6.127 4.677 1.450 27.5% 0.173 3.3% 41% False False 10,018
60 6.127 4.677 1.450 27.5% 0.161 3.1% 41% False False 8,552
80 6.462 4.677 1.785 33.9% 0.170 3.2% 33% False False 7,794
100 6.462 4.677 1.785 33.9% 0.169 3.2% 33% False False 7,291
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 0.062
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.634
2.618 6.141
1.618 5.839
1.000 5.652
0.618 5.537
HIGH 5.350
0.618 5.235
0.500 5.199
0.382 5.163
LOW 5.048
0.618 4.861
1.000 4.746
1.618 4.559
2.618 4.257
4.250 3.765
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 5.244 5.218
PP 5.221 5.169
S1 5.199 5.121

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

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