NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 6.204 6.080 -0.124 -2.0% 5.960
High 6.266 6.140 -0.126 -2.0% 6.157
Low 6.054 5.884 -0.170 -2.8% 5.606
Close 6.078 5.921 -0.157 -2.6% 6.019
Range 0.212 0.256 0.044 20.8% 0.551
ATR 0.236 0.238 0.001 0.6% 0.000
Volume 29,555 24,017 -5,538 -18.7% 176,413
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.750 6.591 6.062
R3 6.494 6.335 5.991
R2 6.238 6.238 5.968
R1 6.079 6.079 5.944 6.031
PP 5.982 5.982 5.982 5.957
S1 5.823 5.823 5.898 5.775
S2 5.726 5.726 5.874
S3 5.470 5.567 5.851
S4 5.214 5.311 5.780
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.580 7.351 6.322
R3 7.029 6.800 6.171
R2 6.478 6.478 6.120
R1 6.249 6.249 6.070 6.364
PP 5.927 5.927 5.927 5.985
S1 5.698 5.698 5.968 5.813
S2 5.376 5.376 5.918
S3 4.825 5.147 5.867
S4 4.274 4.596 5.716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.266 5.698 0.568 9.6% 0.247 4.2% 39% False False 23,083
10 6.266 5.606 0.660 11.1% 0.247 4.2% 48% False False 31,691
20 6.266 5.512 0.754 12.7% 0.239 4.0% 54% False False 26,188
40 6.266 4.677 1.589 26.8% 0.231 3.9% 78% False False 20,912
60 6.266 4.677 1.589 26.8% 0.206 3.5% 78% False False 16,817
80 6.266 4.677 1.589 26.8% 0.191 3.2% 78% False False 14,281
100 6.462 4.677 1.785 30.1% 0.187 3.2% 70% False False 12,460
120 6.462 4.677 1.785 30.1% 0.189 3.2% 70% False False 11,276
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.052
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7.228
2.618 6.810
1.618 6.554
1.000 6.396
0.618 6.298
HIGH 6.140
0.618 6.042
0.500 6.012
0.382 5.982
LOW 5.884
0.618 5.726
1.000 5.628
1.618 5.470
2.618 5.214
4.250 4.796
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 6.012 6.075
PP 5.982 6.024
S1 5.951 5.972

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

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