NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 5.929 5.637 -0.292 -4.9% 5.945
High 5.929 5.819 -0.110 -1.9% 6.021
Low 5.619 5.512 -0.107 -1.9% 5.512
Close 5.637 5.816 0.179 3.2% 5.816
Range 0.310 0.307 -0.003 -1.0% 0.509
ATR 0.224 0.230 0.006 2.7% 0.000
Volume 16,549 27,566 11,017 66.6% 92,584
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.637 6.533 5.985
R3 6.330 6.226 5.900
R2 6.023 6.023 5.872
R1 5.919 5.919 5.844 5.971
PP 5.716 5.716 5.716 5.742
S1 5.612 5.612 5.788 5.664
S2 5.409 5.409 5.760
S3 5.102 5.305 5.732
S4 4.795 4.998 5.647
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.310 7.072 6.096
R3 6.801 6.563 5.956
R2 6.292 6.292 5.909
R1 6.054 6.054 5.863 5.919
PP 5.783 5.783 5.783 5.715
S1 5.545 5.545 5.769 5.410
S2 5.274 5.274 5.723
S3 4.765 5.036 5.676
S4 4.256 4.527 5.536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.021 5.512 0.509 8.8% 0.251 4.3% 60% False True 18,516
10 6.021 5.369 0.652 11.2% 0.224 3.9% 69% False False 16,728
20 6.021 4.677 1.344 23.1% 0.248 4.3% 85% False False 17,684
40 6.021 4.677 1.344 23.1% 0.189 3.2% 85% False False 13,504
60 6.127 4.677 1.450 24.9% 0.187 3.2% 79% False False 11,489
80 6.462 4.677 1.785 30.7% 0.177 3.1% 64% False False 9,966
100 6.462 4.677 1.785 30.7% 0.180 3.1% 64% False False 9,016
120 6.462 4.677 1.785 30.7% 0.174 3.0% 64% False False 8,380
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 0.050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.124
2.618 6.623
1.618 6.316
1.000 6.126
0.618 6.009
HIGH 5.819
0.618 5.702
0.500 5.666
0.382 5.629
LOW 5.512
0.618 5.322
1.000 5.205
1.618 5.015
2.618 4.708
4.250 4.207
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 5.766 5.797
PP 5.716 5.778
S1 5.666 5.759

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

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