NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 4.967 4.993 0.026 0.5% 5.361
High 5.049 5.035 -0.014 -0.3% 5.448
Low 4.843 4.828 -0.015 -0.3% 4.923
Close 5.030 4.861 -0.169 -3.4% 4.959
Range 0.206 0.207 0.001 0.5% 0.525
ATR 0.236 0.234 -0.002 -0.9% 0.000
Volume 45,353 49,649 4,296 9.5% 168,755
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.529 5.402 4.975
R3 5.322 5.195 4.918
R2 5.115 5.115 4.899
R1 4.988 4.988 4.880 4.948
PP 4.908 4.908 4.908 4.888
S1 4.781 4.781 4.842 4.741
S2 4.701 4.701 4.823
S3 4.494 4.574 4.804
S4 4.287 4.367 4.747
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.685 6.347 5.248
R3 6.160 5.822 5.103
R2 5.635 5.635 5.055
R1 5.297 5.297 5.007 5.204
PP 5.110 5.110 5.110 5.063
S1 4.772 4.772 4.911 4.679
S2 4.585 4.585 4.863
S3 4.060 4.247 4.815
S4 3.535 3.722 4.670
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.300 4.828 0.472 9.7% 0.220 4.5% 7% False True 39,987
10 5.696 4.828 0.868 17.9% 0.235 4.8% 4% False True 34,198
20 6.266 4.828 1.438 29.6% 0.236 4.9% 2% False True 30,115
40 6.266 4.828 1.438 29.6% 0.237 4.9% 2% False True 26,338
60 6.266 4.677 1.589 32.7% 0.218 4.5% 12% False False 21,724
80 6.266 4.677 1.589 32.7% 0.206 4.2% 12% False False 18,286
100 6.266 4.677 1.589 32.7% 0.192 3.9% 12% False False 15,804
120 6.462 4.677 1.785 36.7% 0.194 4.0% 10% False False 14,063
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 0.062
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.915
2.618 5.577
1.618 5.370
1.000 5.242
0.618 5.163
HIGH 5.035
0.618 4.956
0.500 4.932
0.382 4.907
LOW 4.828
0.618 4.700
1.000 4.621
1.618 4.493
2.618 4.286
4.250 3.948
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 4.932 4.998
PP 4.908 4.952
S1 4.885 4.907

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

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