NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 14-Dec-2009

Day Change Summary
	Previous	Current
	11-Dec-2009	14-Dec-2009	Change	Change %	Previous Week
Open	5.260	5.235	-0.025	-0.5%	4.651
High	5.375	5.409	0.034	0.6%	5.375
Low	5.121	5.191	0.070	1.4%	4.644
Close	5.163	5.332	0.169	3.3%	5.163
Range	0.254	0.218	-0.036	-14.2%	0.731
ATR	0.281	0.279	-0.003	-0.9%	0.000
Volume	202,919	140,013	-62,906	-31.0%	804,256

Daily Pivots for day following 14-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.965	5.866	5.452
R3	5.747	5.648	5.392
R2	5.529	5.529	5.372
R1	5.430	5.430	5.352	5.480
PP	5.311	5.311	5.311	5.335
S1	5.212	5.212	5.312	5.262
S2	5.093	5.093	5.292
S3	4.875	4.994	5.272
S4	4.657	4.776	5.212

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.254	6.939	5.565
R3	6.523	6.208	5.364
R2	5.792	5.792	5.297
R1	5.477	5.477	5.230	5.635
PP	5.061	5.061	5.061	5.139
S1	4.746	4.746	5.096	4.904
S2	4.330	4.330	5.029
S3	3.599	4.015	4.962
S4	2.868	3.284	4.761

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.409	4.837	0.572	10.7%	0.306	5.7%	87%	True	False	170,263
10	5.409	4.432	0.977	18.3%	0.281	5.3%	92%	True	False	140,512
20	5.409	4.432	0.977	18.3%	0.282	5.3%	92%	True	False	110,673
40	6.266	4.432	1.834	34.4%	0.250	4.7%	49%	False	False	73,795
60	6.266	4.432	1.834	34.4%	0.245	4.6%	49%	False	False	57,335
80	6.266	4.432	1.834	34.4%	0.235	4.4%	49%	False	False	46,611
100	6.266	4.432	1.834	34.4%	0.220	4.1%	49%	False	False	38,892
120	6.266	4.432	1.834	34.4%	0.208	3.9%	49%	False	False	33,441

Crabel Price Patterns
NR	True
NR4	True
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	0.062
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.336
2.618	5.980
1.618	5.762
1.000	5.627
0.618	5.544
HIGH	5.409
0.618	5.326
0.500	5.300
0.382	5.274
LOW	5.191
0.618	5.056
1.000	4.973
1.618	4.838
2.618	4.620
4.250	4.265

Fisher Pivots for day following 14-Dec-2009
Pivot	1 day	3 day
R1	5.321	5.262
PP	5.311	5.193
S1	5.300	5.123

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols