NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 16-Sep-2009
Day Change Summary
Previous Current
15-Sep-2009 16-Sep-2009 Change Change % Previous Week
Open 5.358 5.308 -0.050 -0.9% 4.800
High 5.413 5.595 0.182 3.4% 5.400
Low 5.200 5.255 0.055 1.1% 4.759
Close 5.217 5.563 0.346 6.6% 5.061
Range 0.213 0.340 0.127 59.6% 0.641
ATR 0.197 0.210 0.013 6.5% 0.000
Volume 16,626 24,569 7,943 47.8% 71,707
Daily Pivots for day following 16-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.491 6.367 5.750
R3 6.151 6.027 5.657
R2 5.811 5.811 5.625
R1 5.687 5.687 5.594 5.749
PP 5.471 5.471 5.471 5.502
S1 5.347 5.347 5.532 5.409
S2 5.131 5.131 5.501
S3 4.791 5.007 5.470
S4 4.451 4.667 5.376
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 5.595 4.842 0.753 13.5% 0.333 6.0% 96% True False 19,840
10 5.595 4.677 0.918 16.5% 0.249 4.5% 97% True False 17,685
20 5.595 4.677 0.918 16.5% 0.188 3.4% 97% True False 13,268
40 6.127 4.677 1.450 26.1% 0.181 3.3% 61% False False 10,649
60 6.127 4.677 1.450 26.1% 0.165 3.0% 61% False False 9,108
80 6.462 4.677 1.785 32.1% 0.174 3.1% 50% False False 8,203
100 6.462 4.677 1.785 32.1% 0.172 3.1% 50% False False 7,580
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 0.070
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.040
2.618 6.485
1.618 6.145
1.000 5.935
0.618 5.805
HIGH 5.595
0.618 5.465
0.500 5.425
0.382 5.385
LOW 5.255
0.618 5.045
1.000 4.915
1.618 4.705
2.618 4.365
4.250 3.810
Fisher Pivots for day following 16-Sep-2009
Pivot 1 day 3 day
R1 5.517 5.483
PP 5.471 5.402
S1 5.425 5.322

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

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