NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 5.857 5.713 -0.144 -2.5% 5.842
High 5.887 5.817 -0.070 -1.2% 6.100
Low 5.640 5.606 -0.034 -0.6% 5.780
Close 5.684 5.731 0.047 0.8% 5.907
Range 0.247 0.211 -0.036 -14.6% 0.320
ATR 0.236 0.234 -0.002 -0.8% 0.000
Volume 50,885 27,389 -23,496 -46.2% 144,617
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.351 6.252 5.847
R3 6.140 6.041 5.789
R2 5.929 5.929 5.770
R1 5.830 5.830 5.750 5.880
PP 5.718 5.718 5.718 5.743
S1 5.619 5.619 5.712 5.669
S2 5.507 5.507 5.692
S3 5.296 5.408 5.673
S4 5.085 5.197 5.615
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.889 6.718 6.083
R3 6.569 6.398 5.995
R2 6.249 6.249 5.966
R1 6.078 6.078 5.936 6.164
PP 5.929 5.929 5.929 5.972
S1 5.758 5.758 5.878 5.844
S2 5.609 5.609 5.848
S3 5.289 5.438 5.819
S4 4.969 5.118 5.731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.157 5.606 0.551 9.6% 0.246 4.3% 23% False True 40,299
10 6.157 5.512 0.645 11.3% 0.241 4.2% 34% False False 32,762
20 6.157 5.369 0.788 13.7% 0.229 4.0% 46% False False 24,189
40 6.157 4.677 1.480 25.8% 0.214 3.7% 71% False False 19,021
60 6.157 4.677 1.480 25.8% 0.199 3.5% 71% False False 15,413
80 6.157 4.677 1.480 25.8% 0.184 3.2% 71% False False 13,072
100 6.462 4.677 1.785 31.1% 0.187 3.3% 59% False False 11,581
120 6.462 4.677 1.785 31.1% 0.184 3.2% 59% False False 10,494
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 0.065
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.714
2.618 6.369
1.618 6.158
1.000 6.028
0.618 5.947
HIGH 5.817
0.618 5.736
0.500 5.712
0.382 5.687
LOW 5.606
0.618 5.476
1.000 5.395
1.618 5.265
2.618 5.054
4.250 4.709
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 5.725 5.882
PP 5.718 5.831
S1 5.712 5.781

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

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