NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 5.520 5.484 -0.036 -0.7% 5.126
High 5.559 5.550 -0.009 -0.2% 5.666
Low 5.369 5.369 0.000 0.0% 5.048
Close 5.381 5.489 0.108 2.0% 5.568
Range 0.190 0.181 -0.009 -4.7% 0.618
ATR 0.218 0.215 -0.003 -1.2% 0.000
Volume 14,207 11,877 -2,330 -16.4% 97,989
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.012 5.932 5.589
R3 5.831 5.751 5.539
R2 5.650 5.650 5.522
R1 5.570 5.570 5.506 5.610
PP 5.469 5.469 5.469 5.490
S1 5.389 5.389 5.472 5.429
S2 5.288 5.288 5.456
S3 5.107 5.208 5.439
S4 4.926 5.027 5.389
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.281 7.043 5.908
R3 6.663 6.425 5.738
R2 6.045 6.045 5.681
R1 5.807 5.807 5.625 5.926
PP 5.427 5.427 5.427 5.487
S1 5.189 5.189 5.511 5.308
S2 4.809 4.809 5.455
S3 4.191 4.571 5.398
S4 3.573 3.953 5.228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.666 5.255 0.411 7.5% 0.252 4.6% 57% False False 17,654
10 5.666 4.842 0.824 15.0% 0.271 4.9% 79% False False 17,679
20 5.666 4.677 0.989 18.0% 0.210 3.8% 82% False False 14,759
40 6.127 4.677 1.450 26.4% 0.187 3.4% 56% False False 11,544
60 6.127 4.677 1.450 26.4% 0.172 3.1% 56% False False 9,874
80 6.462 4.677 1.785 32.5% 0.174 3.2% 45% False False 8,787
100 6.462 4.677 1.785 32.5% 0.177 3.2% 45% False False 8,033
120 6.462 4.677 1.785 32.5% 0.166 3.0% 45% False False 7,433
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.075
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.319
2.618 6.024
1.618 5.843
1.000 5.731
0.618 5.662
HIGH 5.550
0.618 5.481
0.500 5.460
0.382 5.438
LOW 5.369
0.618 5.257
1.000 5.188
1.618 5.076
2.618 4.895
4.250 4.600
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 5.479 5.488
PP 5.469 5.486
S1 5.460 5.485

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

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