NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 5.977 5.929 -0.048 -0.8% 5.520
High 6.005 5.929 -0.076 -1.3% 5.958
Low 5.843 5.619 -0.224 -3.8% 5.369
Close 5.965 5.637 -0.328 -5.5% 5.924
Range 0.162 0.310 0.148 91.4% 0.589
ATR 0.214 0.224 0.009 4.4% 0.000
Volume 22,068 16,549 -5,519 -25.0% 74,696
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.658 6.458 5.808
R3 6.348 6.148 5.722
R2 6.038 6.038 5.694
R1 5.838 5.838 5.665 5.783
PP 5.728 5.728 5.728 5.701
S1 5.528 5.528 5.609 5.473
S2 5.418 5.418 5.580
S3 5.108 5.218 5.552
S4 4.798 4.908 5.467
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.517 7.310 6.248
R3 6.928 6.721 6.086
R2 6.339 6.339 6.032
R1 6.132 6.132 5.978 6.236
PP 5.750 5.750 5.750 5.802
S1 5.543 5.543 5.870 5.647
S2 5.161 5.161 5.816
S3 4.572 4.954 5.762
S4 3.983 4.365 5.600
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.021 5.619 0.402 7.1% 0.226 4.0% 4% False True 16,144
10 6.021 5.369 0.652 11.6% 0.216 3.8% 41% False False 15,616
20 6.021 4.677 1.344 23.8% 0.244 4.3% 71% False False 17,159
40 6.034 4.677 1.357 24.1% 0.189 3.3% 71% False False 12,988
60 6.127 4.677 1.450 25.7% 0.184 3.3% 66% False False 11,158
80 6.462 4.677 1.785 31.7% 0.177 3.1% 54% False False 9,692
100 6.462 4.677 1.785 31.7% 0.179 3.2% 54% False False 8,824
120 6.462 4.677 1.785 31.7% 0.172 3.1% 54% False False 8,181
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 0.040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.247
2.618 6.741
1.618 6.431
1.000 6.239
0.618 6.121
HIGH 5.929
0.618 5.811
0.500 5.774
0.382 5.737
LOW 5.619
0.618 5.427
1.000 5.309
1.618 5.117
2.618 4.807
4.250 4.302
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 5.774 5.820
PP 5.728 5.759
S1 5.683 5.698

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

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